+5.8%
HD vs CTAS
+109.9%
-104.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -0.9% |
| 7D | +4.3% | +1.2% | +3.2% | +3.8% |
| 30D | +20.2% | +12.8% | +7.4% | +12.8% |
| 3M | -1.0% | +10.3% | -11.3% | -6.0% |
| 6M | +7.9% | +32.0% | -24.1% | -7.6% |
| YTD | +2.0% | +19.1% | -17.2% | -7.8% |
| 1Y | -4.3% | +21.5% | -25.8% | -14.4% |
| 3Y | +25.9% | +76.0% | -50.1% | -14.3% |
| All | +5.8% | +109.9% | -104.2% | -38.8% |
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