+834.0%
CTAS vs HST
+142.8%
+691.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +1.2% | -2.7% | +3.8% | +2.1% |
| 30D | +12.8% | +10.7% | +2.1% | +8.5% |
| 3M | +10.3% | +6.3% | +4.0% | +7.6% |
| 6M | +32.0% | +19.0% | +13.0% | +23.1% |
| YTD | +19.1% | +47.0% | -27.9% | +2.3% |
| 1Y | +21.5% | +53.4% | -32.0% | +2.6% |
| 3Y | +76.0% | +78.0% | -2.0% | +37.1% |
| 5Y | +110.9% | +71.7% | +39.2% | +60.3% |
| All | +834.0% | +142.8% | +691.1% | +500.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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