+23,259.7%
CTAS vs HST
+1,330.6%
+21,929.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -1.8% | -1.0% | -0.8% | -1.6% |
| 30D | -0.2% | -12.3% | +12.1% | +3.1% |
| 3M | +11.7% | -6.4% | +18.0% | +13.3% |
| 6M | +0.7% | +15.0% | -14.3% | -3.2% |
| YTD | +7.4% | +30.5% | -23.1% | -0.2% |
| 1Y | -2.1% | +35.7% | -37.8% | -10.2% |
| 3Y | +62.9% | +68.4% | -5.4% | +39.5% |
| 5Y | +111.9% | +73.1% | +38.8% | +76.6% |
| 10Y | +652.2% | +92.7% | +559.5% | +487.1% |
| All | +23,259.7% | +1,330.6% | +21,929.1% | +10,456.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling