+99.3%
HLT vs CTAS
+67.2%
+32.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.6% |
| 7D | -1.6% | +0.5% | -2.1% | -1.8% |
| 30D | -5.0% | -0.7% | -4.3% | -4.8% |
| 3M | -10.4% | +11.1% | -21.5% | -14.5% |
| 6M | +3.2% | +2.1% | +1.1% | +1.9% |
| YTD | +6.7% | +8.0% | -1.2% | +2.8% |
| 1Y | +10.3% | -0.5% | +10.7% | +9.8% |
| 3Y | +99.3% | +66.2% | +33.1% | +54.0% |
| All | +99.3% | +67.2% | +32.1% | +54.0% |
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