+113.3%
CTAS vs HAS
+50.4%
+62.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | +12.8% | +31.0% | -18.3% | +5.8% |
| 3M | +10.3% | +30.7% | -20.4% | +3.4% |
| 6M | +32.0% | +23.9% | +8.1% | +24.9% |
| YTD | +19.1% | +48.3% | -29.2% | +7.6% |
| 1Y | +21.5% | +60.2% | -38.7% | +7.7% |
| 3Y | +76.0% | +189.2% | -113.2% | +30.7% |
| All | +113.3% | +50.4% | +62.9% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling