+683.1%
CTAS vs HIG
+313.7%
+369.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.7% |
| 7D | +0.5% | -1.5% | +2.0% | +1.2% |
| 30D | -0.7% | -0.4% | -0.4% | -0.6% |
| 3M | +11.1% | +6.7% | +4.4% | +7.6% |
| 6M | +2.1% | +2.0% | +0.2% | +0.9% |
| YTD | +8.0% | +0.3% | +7.7% | +7.4% |
| 1Y | -0.5% | +4.2% | -4.7% | -2.9% |
| 3Y | +66.2% | +102.2% | -36.0% | +17.7% |
| 5Y | +109.2% | +118.5% | -9.3% | +40.7% |
| All | +683.1% | +313.7% | +369.5% | +286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling