+23,259.7%
CTAS vs HAS
+3,598.5%
+19,661.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | -0.2% | +2.3% | -2.5% | -0.8% |
| 3M | +11.7% | +10.4% | +1.3% | +8.6% |
| 6M | +0.7% | -3.2% | +3.9% | +0.9% |
| YTD | +7.4% | +15.4% | -8.0% | +2.5% |
| 1Y | -2.1% | +18.8% | -20.9% | -7.4% |
| 3Y | +62.9% | +43.9% | +19.0% | +42.5% |
| 5Y | +111.9% | +13.9% | +98.0% | +93.7% |
| 10Y | +652.2% | +56.4% | +595.8% | +502.7% |
| All | +23,259.7% | +3,598.5% | +19,661.3% | +9,525.9% |
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