+8,621.7%
CTAS vs HIG
+992.6%
+7,629.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | -0.7% | -0.1% | -0.6% |
| 30D | +10.7% | +5.4% | +5.4% | +9.5% |
| 3M | +11.0% | -0.9% | +11.9% | +11.2% |
| 6M | +38.7% | +4.8% | +34.0% | +37.3% |
| YTD | +21.8% | +0.9% | +20.9% | +21.4% |
| 1Y | +23.6% | +6.5% | +17.1% | +21.7% |
| 3Y | +74.9% | +95.7% | -20.8% | +51.0% |
| 5Y | +119.5% | +107.1% | +12.4% | +86.6% |
| 10Y | +820.2% | +262.6% | +557.6% | +585.3% |
| All | +8,621.7% | +992.6% | +7,629.1% | +3,215.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling