+4,875.3%
CTAS vs HBM
+456.2%
+4,419.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | +2.0% | +2.2% | -0.3% | +1.7% |
| 30D | +8.7% | -11.8% | +20.5% | +10.0% |
| 3M | +13.3% | -19.2% | +32.5% | +15.5% |
| 6M | +39.4% | -22.9% | +62.3% | +41.4% |
| YTD | +21.5% | +7.8% | +13.7% | +17.0% |
| 1Y | +21.9% | +34.9% | -13.0% | +14.0% |
| 3Y | +73.6% | +422.2% | -348.6% | +31.7% |
| 5Y | +116.2% | +192.8% | -76.6% | +70.5% |
| 10Y | +818.2% | +281.1% | +537.0% | +515.6% |
| All | +4,875.3% | +456.2% | +4,419.1% | +2,755.8% |
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 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