+66.3%
CTAS vs HBM
+522.1%
-455.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.7% | -0.1% |
| 7D | 0.0% | +7.4% | -7.4% | -0.2% |
| 30D | -1.0% | +5.1% | -6.1% | -1.1% |
| 3M | +15.8% | +11.1% | +4.6% | +15.7% |
| 6M | -1.0% | +30.2% | -31.2% | -2.1% |
| YTD | +7.4% | +46.2% | -38.8% | +5.2% |
| 1Y | -0.1% | +120.0% | -120.2% | -4.5% |
| 3Y | +66.3% | +527.4% | -461.1% | +41.5% |
| All | +66.3% | +522.1% | -455.8% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling