+662.9%
CTAS vs HST
+97.7%
+565.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | 0.0% | +2.0% | -2.0% | -0.8% |
| 30D | -1.0% | -5.2% | +4.2% | +0.9% |
| 3M | +15.8% | -6.2% | +22.0% | +18.1% |
| 6M | -1.0% | +20.4% | -21.4% | -8.1% |
| YTD | +7.4% | +30.6% | -23.2% | -3.5% |
| 1Y | -0.1% | +37.4% | -37.5% | -12.3% |
| 3Y | +66.3% | +66.1% | +0.2% | +32.5% |
| 5Y | +111.0% | +73.7% | +37.3% | +58.5% |
| 10Y | +662.9% | +99.8% | +563.1% | +394.7% |
| All | +662.9% | +97.7% | +565.2% | +394.7% |
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