+25.6%
CTAS vs HBM
+47.3%
-21.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.3% | +2.5% |
| 7D | +7.6% | -5.8% | +13.5% | +7.3% |
| 30D | +17.2% | -18.5% | +35.7% | +16.5% |
| 3M | +12.8% | -10.3% | +23.0% | +12.6% |
| 6M | +38.0% | +2.1% | +35.8% | +37.4% |
| YTD | +22.7% | +12.0% | +10.7% | +20.5% |
| 1Y | +25.6% | +49.8% | -24.1% | +22.9% |
| All | +25.6% | +47.3% | -21.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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