+2,251.4%
CTAS vs HDB
+4,142.9%
-1,891.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.6% | -2.3% |
| 7D | +1.2% | +13.3% | -12.2% | -2.1% |
| 30D | +12.8% | +13.6% | -0.8% | +9.0% |
| 3M | +10.3% | +5.8% | +4.5% | +8.4% |
| 6M | +32.0% | -1.9% | +33.9% | +31.9% |
| YTD | +19.1% | -31.2% | +50.3% | +30.1% |
| 1Y | +21.5% | -29.6% | +51.0% | +31.7% |
| 3Y | +76.0% | -10.1% | +86.1% | +76.0% |
| 5Y | +110.9% | -24.3% | +135.2% | +117.7% |
| 10Y | +849.8% | +59.3% | +790.5% | +690.8% |
| All | +2,251.4% | +4,142.9% | -1,891.5% | +925.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling