+671.2%
CTAS vs HBM
+622.7%
+48.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.5% | +6.7% | +0.1% |
| 7D | -1.3% | -3.7% | +2.4% | -0.9% |
| 30D | -3.1% | -3.7% | +0.6% | -2.8% |
| 3M | +10.3% | +8.0% | +2.3% | +8.4% |
| 6M | +1.6% | +15.8% | -14.1% | -1.9% |
| YTD | +6.3% | +34.4% | -28.0% | -0.1% |
| 1Y | -0.5% | +98.2% | -98.6% | -11.8% |
| 3Y | +64.6% | +476.6% | -412.0% | +20.2% |
| 5Y | +106.0% | +331.1% | -225.1% | +50.5% |
| All | +671.2% | +622.7% | +48.6% | +336.6% |
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