+818.6%
CTAS vs HBM
+285.4%
+533.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +0.5% | +5.1% | -4.6% | -0.1% |
| 30D | +10.2% | -15.8% | +26.1% | +12.1% |
| 3M | +12.1% | -22.4% | +34.5% | +14.8% |
| 6M | +38.3% | -20.2% | +58.5% | +39.7% |
| YTD | +21.9% | +9.0% | +12.9% | +16.9% |
| 1Y | +24.0% | +27.4% | -3.3% | +16.2% |
| 3Y | +75.1% | +424.2% | -349.1% | +28.4% |
| 5Y | +116.9% | +196.1% | -79.2% | +66.4% |
| All | +818.6% | +285.4% | +533.1% | +458.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling