+834.0%
CTAS vs HAS
+101.4%
+732.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | +12.8% | +31.0% | -18.3% | +4.0% |
| 3M | +10.3% | +30.7% | -20.4% | +1.7% |
| 6M | +32.0% | +23.9% | +8.1% | +23.1% |
| YTD | +19.1% | +48.3% | -29.2% | +4.7% |
| 1Y | +21.5% | +60.2% | -38.7% | +4.2% |
| 3Y | +76.0% | +189.2% | -113.2% | +21.5% |
| 5Y | +110.9% | +50.4% | +60.4% | +77.1% |
| All | +834.0% | +101.4% | +732.6% | +592.7% |
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