+74.0%
CTAS vs HIG
+95.7%
-21.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.8% | -0.7% | -0.1% | -0.4% |
| 30D | +10.7% | +5.4% | +5.4% | +8.0% |
| 3M | +11.0% | -0.9% | +11.9% | +11.4% |
| 6M | +38.7% | +4.8% | +34.0% | +35.3% |
| YTD | +21.8% | +0.9% | +20.9% | +20.6% |
| 1Y | +23.6% | +6.5% | +17.1% | +19.0% |
| All | +74.0% | +95.7% | -21.6% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling