-14.9%
HAL vs CTAS
+814.6%
-829.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | +6.1% | +2.0% | +4.1% | +4.8% |
| 30D | +2.9% | +8.7% | -5.8% | -2.9% |
| 3M | +3.3% | +13.3% | -9.9% | -5.3% |
| 6M | -16.9% | +39.4% | -56.3% | -34.7% |
| YTD | +21.2% | +21.5% | -0.3% | +3.5% |
| 1Y | +27.5% | +21.9% | +5.7% | +8.6% |
| 3Y | -6.4% | +73.6% | -80.1% | -41.4% |
| 5Y | +58.0% | +116.2% | -58.2% | -19.1% |
| All | -14.9% | +814.6% | -829.4% | -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