+72.5%
HAL vs CTAS
-0.9%
+73.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +15.9% | -1.0% | +16.9% | +16.0% |
| 3M | -8.7% | +15.8% | -24.5% | -9.9% |
| 6M | +9.0% | -1.0% | +10.0% | +14.7% |
| YTD | +32.0% | +7.4% | +24.6% | +33.0% |
| 1Y | +72.5% | -0.1% | +72.6% | +75.2% |
| All | +72.5% | -0.9% | +73.4% | +75.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling