+815.5%
CTAS vs HSY
+128.6%
+686.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +2.0% | -2.1% | +4.1% | +2.9% |
| 30D | +8.7% | +6.1% | +2.6% | +5.7% |
| 3M | +13.3% | -5.6% | +18.9% | +15.9% |
| 6M | +39.4% | -9.5% | +48.9% | +44.8% |
| YTD | +21.5% | -2.1% | +23.6% | +20.9% |
| 1Y | +21.9% | +0.8% | +21.1% | +19.5% |
| 3Y | +73.6% | -2.1% | +75.8% | +66.0% |
| 5Y | +116.2% | +11.2% | +105.0% | +86.6% |
| All | +815.5% | +128.6% | +686.9% | +509.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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