+109.6%
CTAS vs HIG
+117.6%
-8.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | -1.1% | -2.8% | +1.8% | +0.2% |
| 3M | +11.5% | +6.3% | +5.2% | +8.1% |
| 6M | +0.2% | -0.1% | +0.3% | -0.1% |
| YTD | +7.2% | +0.4% | +6.7% | +6.5% |
| 1Y | 0.0% | +6.2% | -6.3% | -3.5% |
| 3Y | +65.9% | +101.6% | -35.7% | +18.3% |
| 5Y | +109.6% | +119.8% | -10.3% | +38.5% |
| All | +109.6% | +117.6% | -8.0% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling