-13.7%
HAL vs CTAS
+75.4%
-89.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.1% |
| 7D | -12.0% | +1.2% | -13.1% | -12.2% |
| 30D | +0.3% | +12.8% | -12.5% | -2.3% |
| 3M | -1.6% | +10.3% | -11.9% | -3.7% |
| 6M | -20.5% | +32.0% | -52.5% | -26.0% |
| YTD | +14.2% | +19.1% | -4.9% | +9.3% |
| 1Y | +18.9% | +21.5% | -2.6% | +13.0% |
| 3Y | -13.7% | +76.0% | -89.8% | -19.9% |
| All | -13.7% | +75.4% | -89.1% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling