+143.5%
CTAS vs ALHC
-28.9%
+172.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | -0.2% | -1.0% | +0.8% | -0.2% |
| 3M | +11.7% | -10.2% | +21.8% | +11.5% |
| 6M | +0.7% | -28.3% | +29.0% | +1.8% |
| YTD | +7.4% | -31.4% | +38.9% | +8.7% |
| 1Y | -2.1% | -16.9% | +14.8% | -2.4% |
| 3Y | +62.9% | +135.5% | -72.5% | +46.5% |
| 5Y | +111.9% | -33.6% | +145.5% | +97.8% |
| All | +143.5% | -28.9% | +172.4% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling