+205.0%
HD vs CTAS
+658.8%
-453.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.2% | 0.0% | -1.1% | -1.2% |
| 30D | -11.1% | -1.0% | -10.1% | -10.7% |
| 3M | +2.0% | +15.8% | -13.7% | -5.6% |
| 6M | -10.5% | -1.0% | -9.4% | -10.5% |
| YTD | -6.9% | +7.4% | -14.3% | -10.7% |
| 1Y | -23.2% | -0.1% | -23.1% | -23.7% |
| 3Y | +3.1% | +66.3% | -63.2% | -23.0% |
| 5Y | +7.4% | +111.0% | -103.6% | -29.4% |
| 10Y | +205.0% | +662.9% | -457.9% | +13.3% |
| All | +205.0% | +658.8% | -453.8% | +13.3% |
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