+1,754.0%
HCA vs CTAS
+3,406.2%
-1,652.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +0.5% |
| 7D | +5.4% | +0.5% | +4.9% | +5.1% |
| 30D | +3.0% | -0.7% | +3.7% | +3.4% |
| 3M | +13.0% | +11.1% | +1.9% | +6.2% |
| 6M | -20.3% | +2.1% | -22.4% | -21.8% |
| YTD | -8.2% | +8.0% | -16.2% | -13.0% |
| 1Y | +6.7% | -0.5% | +7.2% | +5.5% |
| 3Y | +60.4% | +66.2% | -5.8% | +14.1% |
| 5Y | +73.4% | +109.2% | -35.7% | +6.4% |
| 10Y | +506.9% | +689.5% | -182.5% | +73.3% |
| All | +1,754.0% | +3,406.2% | -1,652.2% | +116.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling