+21.7%
CTAS vs HDB
-27.9%
+49.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.2% |
| 7D | -0.7% | +13.7% | -14.4% | -3.3% |
| 30D | +10.3% | +15.8% | -5.6% | +7.0% |
| 3M | +10.2% | +9.2% | +1.0% | +8.0% |
| 6M | +34.4% | +3.2% | +31.2% | +32.3% |
| YTD | +19.6% | -29.4% | +48.9% | +21.6% |
| All | +21.7% | -27.9% | +49.6% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling