+249.8%
DHR vs CTAS
+814.6%
-564.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.2% | +2.0% | -0.8% | +0.4% |
| 30D | +3.7% | +8.7% | -5.0% | 0.0% |
| 3M | +14.5% | +13.3% | +1.2% | +8.4% |
| 6M | +40.9% | +39.4% | +1.5% | +21.8% |
| YTD | +2.4% | +21.5% | -19.1% | -6.4% |
| 1Y | +6.1% | +21.9% | -15.8% | -3.1% |
| 3Y | +21.0% | +73.6% | -52.6% | -6.7% |
| 5Y | -11.4% | +116.2% | -127.6% | -38.2% |
| All | +249.8% | +814.6% | -564.8% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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