+2,336.0%
CLX vs HAS
+3,598.5%
-1,262.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -9.2% | -1.8% | -7.4% | -9.0% |
| 30D | -11.0% | +2.3% | -13.3% | -11.3% |
| 3M | +5.0% | +10.4% | -5.3% | +3.6% |
| 6M | -18.8% | -3.2% | -15.6% | -18.7% |
| YTD | -4.4% | +15.4% | -19.8% | -6.5% |
| 1Y | -21.9% | +18.8% | -40.7% | -23.9% |
| 3Y | -32.8% | +43.9% | -76.7% | -37.0% |
| 5Y | -34.6% | +13.9% | -48.5% | -37.4% |
| 10Y | -4.7% | +56.4% | -61.1% | -16.2% |
| All | +2,336.0% | +3,598.5% | -1,262.5% | +1,010.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling