+71.1%
HCA vs CTAS
+107.0%
-35.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.6% |
| 30D | +2.4% | -3.1% | +5.5% | +3.8% |
| 3M | +13.0% | +10.3% | +2.8% | +7.8% |
| 6M | -21.4% | +1.6% | -23.0% | -22.3% |
| YTD | -9.5% | +6.3% | -15.8% | -12.7% |
| 1Y | +7.5% | -0.5% | +8.0% | +6.9% |
| 3Y | +57.6% | +64.6% | -7.0% | +12.8% |
| 5Y | +71.1% | +106.0% | -34.9% | +2.1% |
| All | +71.1% | +107.0% | -35.9% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling