+114.6%
CTAS vs THC
+250.3%
-135.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | -1.8% | -0.7% | -1.2% | -1.7% |
| 30D | -0.2% | +1.3% | -1.5% | -0.5% |
| 3M | +11.7% | +64.2% | -52.6% | +2.1% |
| 6M | +0.7% | +8.3% | -7.6% | -1.3% |
| YTD | +7.4% | +33.4% | -26.0% | +1.1% |
| 1Y | -2.1% | +37.7% | -39.8% | -8.8% |
| 3Y | +62.9% | +236.8% | -173.8% | +24.2% |
| All | +114.6% | +250.3% | -135.7% | +62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling