-19.1%
HAL vs CTAS
+848.9%
-868.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | -0.1% |
| 7D | -7.9% | -0.7% | -7.2% | -7.5% |
| 30D | -2.1% | +10.3% | -12.3% | -8.4% |
| 3M | +0.4% | +10.2% | -9.8% | -6.3% |
| 6M | -19.2% | +34.4% | -53.6% | -35.0% |
| YTD | +14.4% | +19.6% | -5.2% | -1.3% |
| 1Y | +18.0% | +21.8% | -3.8% | +0.4% |
| 3Y | -9.7% | +74.1% | -83.8% | -43.6% |
| 5Y | +40.1% | +114.0% | -73.9% | -27.9% |
| 10Y | -19.1% | +813.9% | -833.1% | -74.8% |
| All | -19.1% | +848.9% | -868.0% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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