+815.5%
CTAS vs HIG
+261.7%
+553.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.8% | -0.5% |
| 7D | +2.0% | +2.6% | -0.6% | +0.7% |
| 30D | +8.7% | +4.2% | +4.5% | +6.6% |
| 3M | +13.3% | +0.2% | +13.1% | +13.1% |
| 6M | +39.4% | +4.6% | +34.8% | +36.1% |
| YTD | +21.5% | +1.1% | +20.4% | +20.3% |
| 1Y | +21.9% | +4.7% | +17.2% | +18.6% |
| 3Y | +73.6% | +95.5% | -21.8% | +24.9% |
| 5Y | +116.2% | +111.7% | +4.5% | +47.7% |
| All | +815.5% | +261.7% | +553.7% | +386.8% |
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