+820.2%
CTAS vs HSY
+131.3%
+688.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | +10.7% | +7.7% | +3.0% | +7.0% |
| 3M | +11.0% | -2.3% | +13.3% | +11.8% |
| 6M | +38.7% | -5.3% | +44.1% | +41.2% |
| YTD | +21.8% | -0.9% | +22.7% | +20.5% |
| 1Y | +23.6% | +5.2% | +18.3% | +18.8% |
| 3Y | +74.9% | +0.7% | +74.2% | +64.7% |
| 5Y | +119.5% | +12.2% | +107.3% | +88.8% |
| 10Y | +820.2% | +131.1% | +689.1% | +511.0% |
| All | +820.2% | +131.3% | +688.9% | +511.0% |
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