+683.1%
CTAS vs DHI
+414.5%
+268.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.0% |
| 7D | +0.5% | -3.4% | +3.9% | +1.6% |
| 30D | -0.7% | -5.4% | +4.7% | +1.0% |
| 3M | +11.1% | -10.4% | +21.5% | +14.7% |
| 6M | +2.1% | -2.8% | +4.9% | +2.1% |
| YTD | +8.0% | -3.4% | +11.4% | +7.7% |
| 1Y | -0.5% | -22.9% | +22.4% | +6.7% |
| 3Y | +66.2% | +20.7% | +45.5% | +44.2% |
| 5Y | +109.2% | +62.1% | +47.0% | +55.7% |
| All | +683.1% | +414.5% | +268.6% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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