+25.6%
CTAS vs ALHC
-51.4%
+77.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.1% | -7.8% | +2.1% |
| 7D | +7.6% | -0.5% | +8.1% | +7.6% |
| 30D | +17.2% | -4.2% | +21.4% | +17.2% |
| 3M | +12.8% | -39.8% | +52.5% | +14.4% |
| 6M | +38.0% | -57.7% | +95.7% | +39.6% |
| YTD | +22.7% | -58.8% | +81.5% | +24.2% |
| 1Y | +25.6% | -52.4% | +78.0% | +25.7% |
| All | +25.6% | -51.4% | +77.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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