+256.9%
HL vs CTAS
+687.6%
-430.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.9% |
| 7D | -4.4% | +0.5% | -4.9% | -4.6% |
| 30D | +9.3% | -0.7% | +10.0% | +9.6% |
| 3M | +32.0% | +11.1% | +20.9% | +24.5% |
| 6M | -6.4% | +2.1% | -8.6% | -8.5% |
| YTD | +3.1% | +8.0% | -4.8% | -2.0% |
| 1Y | +77.6% | -0.5% | +78.0% | +74.9% |
| 3Y | +392.8% | +66.2% | +326.6% | +268.9% |
| 5Y | +234.1% | +109.2% | +124.9% | +122.6% |
| All | +256.9% | +687.6% | -430.7% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling