+595.7%
HAL vs CTAS
+23,129.2%
-22,533.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +2.9% | -1.8% | +4.8% | +3.6% |
| 30D | +17.0% | -0.2% | +17.2% | +17.0% |
| 3M | -9.7% | +11.7% | -21.3% | -14.2% |
| 6M | +8.6% | +0.7% | +7.9% | +7.0% |
| YTD | +33.0% | +7.4% | +25.6% | +27.6% |
| 1Y | +68.3% | -2.1% | +70.4% | +67.4% |
| 3Y | +0.1% | +62.9% | -62.8% | -19.9% |
| 5Y | +102.6% | +111.9% | -9.3% | +44.7% |
| 10Y | +3.8% | +652.2% | -648.4% | -50.9% |
| All | +595.7% | +23,129.2% | -22,533.5% | +51.2% |
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 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