+635.0%
HLT vs CTAS
+1,580.4%
-945.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.2% |
| 7D | -2.6% | -1.3% | -1.3% | -1.9% |
| 30D | -2.6% | -3.1% | +0.4% | -1.0% |
| 3M | -9.4% | +10.3% | -19.7% | -15.0% |
| 6M | +2.7% | +1.6% | +1.1% | +0.6% |
| YTD | +6.8% | +6.3% | +0.4% | +1.8% |
| 1Y | +12.4% | -0.5% | +12.8% | +11.0% |
| 3Y | +100.2% | +64.6% | +35.6% | +44.2% |
| 5Y | +143.7% | +106.0% | +37.7% | +52.4% |
| 10Y | +584.9% | +677.5% | -92.6% | +97.7% |
| All | +635.0% | +1,580.4% | -945.4% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling