+3.2%
HAL vs CTAS
+675.6%
-672.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.3% |
| 7D | -3.3% | -1.3% | -2.0% | -2.4% |
| 30D | +7.2% | -3.1% | +10.3% | +9.3% |
| 3M | -8.8% | +10.3% | -19.1% | -15.6% |
| 6M | +3.0% | +1.6% | +1.3% | -0.3% |
| YTD | +29.4% | +6.3% | +23.1% | +21.2% |
| 1Y | +62.8% | -0.5% | +63.3% | +59.3% |
| 3Y | -6.4% | +64.6% | -71.0% | -39.6% |
| 5Y | +103.6% | +106.0% | -2.4% | +6.6% |
| All | +3.2% | +675.6% | -672.4% | -70.4% |
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