+117.6%
CTAS vs HBM
+215.2%
-97.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.2% |
| 7D | +0.7% | +2.4% | -1.7% | +0.5% |
| 30D | +11.3% | -16.0% | +27.3% | +12.4% |
| 3M | +11.4% | -21.3% | +32.8% | +12.8% |
| 6M | +35.6% | -12.2% | +47.9% | +35.5% |
| YTD | +20.7% | +10.7% | +10.0% | +17.1% |
| 1Y | +22.8% | +30.3% | -7.5% | +17.1% |
| 3Y | +73.4% | +432.2% | -358.8% | +35.5% |
| 5Y | +117.6% | +218.8% | -101.2% | +73.9% |
| All | +117.6% | +215.2% | -97.6% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling