+257.9%
HD vs CTAS
+848.9%
-591.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | +3.6% | -0.7% | +4.3% | +4.0% |
| 30D | +21.6% | +10.3% | +11.3% | +15.8% |
| 3M | +0.1% | +10.2% | -10.1% | -4.6% |
| 6M | +13.0% | +34.4% | -21.4% | -3.1% |
| YTD | +4.9% | +19.6% | -14.6% | -4.7% |
| 1Y | -2.1% | +21.8% | -23.9% | -11.8% |
| 3Y | +32.6% | +74.1% | -41.5% | -2.9% |
| 5Y | +8.2% | +114.0% | -105.8% | -29.3% |
| 10Y | +257.9% | +813.9% | -556.0% | +22.1% |
| All | +257.9% | +848.9% | -591.0% | +22.1% |
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 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