+133.9%
HL vs CTAS
-1.7%
+135.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | +1.5% | -1.8% | +3.3% | +1.2% |
| 30D | +25.1% | -0.2% | +25.3% | +25.0% |
| 3M | +22.9% | +11.7% | +11.2% | +23.1% |
| 6M | -4.9% | +0.7% | -5.6% | -1.4% |
| YTD | +7.8% | +7.4% | +0.4% | +11.6% |
| 1Y | +133.9% | -2.1% | +136.0% | +144.6% |
| All | +133.9% | -1.7% | +135.6% | +144.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling