+116.0%
CTAS vs THC
+258.4%
-142.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +2.0% | +1.0% | +1.0% | +1.8% |
| 30D | +8.7% | +5.3% | +3.4% | +7.6% |
| 3M | +13.3% | +7.1% | +6.2% | +11.8% |
| 6M | +39.4% | +46.0% | -6.7% | +29.6% |
| YTD | +21.5% | +43.9% | -22.4% | +12.6% |
| 1Y | +21.9% | +45.4% | -23.6% | +12.5% |
| 3Y | +73.6% | +421.3% | -347.6% | +20.6% |
| All | +116.0% | +258.4% | -142.3% | +59.4% |
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