+813.9%
CTAS vs HAS
+106.1%
+707.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | -0.7% | +2.2% | -2.9% | -1.3% |
| 30D | +10.3% | +29.6% | -19.3% | +2.0% |
| 3M | +10.2% | +30.3% | -20.1% | +1.7% |
| 6M | +34.4% | +25.6% | +8.8% | +24.8% |
| YTD | +19.6% | +50.8% | -31.3% | +4.5% |
| 1Y | +21.8% | +63.0% | -41.2% | +3.9% |
| 3Y | +74.1% | +211.6% | -137.5% | +17.4% |
| 5Y | +114.0% | +50.4% | +63.7% | +79.9% |
| 10Y | +813.9% | +101.9% | +712.1% | +574.7% |
| All | +813.9% | +106.1% | +707.9% | +574.7% |
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