+59.1%
HL vs CTAS
+23,129.2%
-23,070.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +1.5% | -1.8% | +3.3% | +1.8% |
| 30D | +25.1% | -0.2% | +25.3% | +25.1% |
| 3M | +22.9% | +11.7% | +11.2% | +19.8% |
| 6M | -4.9% | +0.7% | -5.6% | -5.6% |
| YTD | +7.8% | +7.4% | +0.4% | +5.7% |
| 1Y | +133.9% | -2.1% | +136.0% | +133.2% |
| 3Y | +380.9% | +62.9% | +318.0% | +334.2% |
| 5Y | +230.2% | +111.9% | +118.3% | +184.6% |
| 10Y | +265.6% | +652.2% | -386.6% | +161.1% |
| All | +59.1% | +23,129.2% | -23,070.1% | +1.0% |
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