+650.2%
CTAS vs HAS
+56.4%
+593.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.8% | -1.8% | 0.0% | -1.3% |
| 30D | -0.2% | +2.3% | -2.5% | -0.9% |
| 3M | +11.7% | +10.4% | +1.3% | +8.2% |
| 6M | +0.7% | -3.2% | +3.9% | +0.9% |
| YTD | +7.4% | +15.4% | -8.0% | +1.8% |
| 1Y | -2.1% | +18.8% | -20.9% | -8.2% |
| 3Y | +62.9% | +43.9% | +19.0% | +40.1% |
| 5Y | +111.9% | +13.9% | +98.0% | +93.4% |
| All | +650.2% | +56.4% | +593.8% | +514.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling