+76.8%
HBAN vs CTAS
+64.7%
+12.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -1.9% | -1.3% | -0.6% | -1.4% |
| 30D | -5.9% | -3.1% | -2.8% | -4.7% |
| 3M | +0.2% | +10.3% | -10.0% | -4.8% |
| 6M | +6.6% | +1.6% | +5.0% | +5.2% |
| YTD | -1.7% | +6.3% | -8.0% | -5.3% |
| 1Y | -1.7% | -0.5% | -1.2% | -2.3% |
| All | +76.8% | +64.7% | +12.1% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling