+498.0%
HAL vs CTAS
+26,004.1%
-25,506.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -6.5% | +0.7% | -7.2% | -6.8% |
| 30D | -2.1% | +11.3% | -13.4% | -6.3% |
| 3M | -4.9% | +11.4% | -16.3% | -9.1% |
| 6M | -19.3% | +35.6% | -54.9% | -29.2% |
| YTD | +14.3% | +20.7% | -6.4% | +4.5% |
| 1Y | +17.3% | +22.8% | -5.5% | +6.5% |
| 3Y | -10.9% | +73.4% | -84.3% | -30.5% |
| 5Y | +47.4% | +117.6% | -70.2% | +4.0% |
| 10Y | -20.8% | +818.4% | -839.2% | -65.3% |
| All | +498.0% | +26,004.1% | -25,506.1% | +23.8% |
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 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