+4,298.5%
CTAS vs HBM
+613.3%
+3,685.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.2% |
| 7D | -1.8% | -6.4% | +4.5% | -1.1% |
| 30D | -0.2% | +5.9% | -6.1% | -1.0% |
| 3M | +11.7% | -8.9% | +20.6% | +11.9% |
| 6M | +0.7% | +10.7% | -10.0% | -2.1% |
| YTD | +7.4% | +38.3% | -30.9% | +1.0% |
| 1Y | -2.1% | +121.3% | -123.4% | -13.7% |
| 3Y | +62.9% | +450.6% | -387.6% | +23.4% |
| 5Y | +111.9% | +338.0% | -226.1% | +59.3% |
| 10Y | +652.2% | +578.6% | +73.6% | +373.1% |
| All | +4,298.5% | +613.3% | +3,685.1% | +2,363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling