+497.6%
HAL vs CTAS
+25,665.7%
-25,168.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -12.0% | +1.2% | -13.1% | -12.4% |
| 30D | +0.3% | +12.8% | -12.5% | -4.5% |
| 3M | -1.6% | +10.3% | -11.9% | -5.7% |
| 6M | -20.5% | +32.0% | -52.5% | -29.5% |
| YTD | +14.2% | +19.1% | -4.9% | +4.9% |
| 1Y | +18.9% | +21.5% | -2.6% | +8.3% |
| 3Y | -13.7% | +76.0% | -89.8% | -33.2% |
| 5Y | +42.2% | +110.9% | -68.7% | +1.6% |
| 10Y | -16.7% | +849.8% | -866.5% | -63.8% |
| All | +497.6% | +25,665.7% | -25,168.1% | +24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling