+25,810.5%
CTAS vs THC
+550.9%
+25,259.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +1.2% | +3.7% | -2.5% | +0.6% |
| 30D | +12.8% | +9.0% | +3.7% | +11.3% |
| 3M | +10.3% | +10.4% | -0.1% | +8.6% |
| 6M | +32.0% | +45.7% | -13.7% | +24.4% |
| YTD | +19.1% | +42.6% | -23.4% | +12.1% |
| 1Y | +21.5% | +38.8% | -17.3% | +14.5% |
| 3Y | +76.0% | +418.8% | -342.8% | +34.9% |
| 5Y | +110.9% | +275.7% | -164.8% | +64.5% |
| 10Y | +849.8% | +1,496.2% | -646.4% | +447.7% |
| All | +25,810.5% | +550.9% | +25,259.6% | +12,437.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling