+5.6%
HD vs CTAS
+66.0%
-60.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -2.1% | -1.8% | -0.2% | -1.3% |
| 30D | -8.4% | -0.2% | -8.2% | -8.3% |
| 3M | +4.3% | +11.7% | -7.3% | -0.6% |
| 6M | -11.1% | +0.7% | -11.8% | -11.9% |
| YTD | -4.7% | +7.4% | -12.1% | -7.9% |
| 1Y | -19.8% | -2.1% | -17.7% | -19.8% |
| All | +5.6% | +66.0% | -60.4% | -15.0% |
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