+111.2%
HAL vs CTAS
+114.7%
-3.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.9% | -1.8% | +4.8% | +3.5% |
| 30D | +17.0% | -0.2% | +17.2% | +17.0% |
| 3M | -9.7% | +11.7% | -21.3% | -13.8% |
| 6M | +8.6% | +0.7% | +7.9% | +7.8% |
| YTD | +33.0% | +7.4% | +25.6% | +28.4% |
| 1Y | +68.3% | -2.1% | +70.4% | +68.7% |
| 3Y | +0.1% | +62.9% | -62.8% | -21.8% |
| All | +111.2% | +114.7% | -3.5% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling