+155.3%
HBAN vs CTAS
+687.6%
-532.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.8% | -0.1% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -5.6% | -0.7% | -4.9% | -5.3% |
| 3M | -1.1% | +11.1% | -12.2% | -8.2% |
| 6M | +9.9% | +2.1% | +7.7% | +7.1% |
| YTD | -0.9% | +8.0% | -8.9% | -6.9% |
| 1Y | -1.4% | -0.5% | -0.9% | -2.6% |
| 3Y | +78.2% | +66.2% | +12.0% | +24.2% |
| 5Y | +37.0% | +109.2% | -72.2% | -19.6% |
| All | +155.3% | +687.6% | -532.3% | -27.7% |
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