+21.5%
CTAS vs THC
+35.6%
-14.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.7% |
| 7D | +1.2% | +3.7% | -2.5% | +0.7% |
| 30D | +12.8% | +9.0% | +3.7% | +11.8% |
| 3M | +10.3% | +10.4% | -0.1% | +9.2% |
| 6M | +32.0% | +45.7% | -13.7% | +27.7% |
| YTD | +19.1% | +42.6% | -23.4% | +15.8% |
| 1Y | +21.5% | +38.8% | -17.3% | +18.0% |
| All | +21.5% | +35.6% | -14.1% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 1y: compounded portfolio wealth divided by compounded THC 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…
1y analysis · Full analysis span regression · 6 months rolling