+132.1%
HON vs CTAS
+675.6%
-543.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -0.9% |
| 7D | -2.6% | -1.3% | -1.3% | -1.9% |
| 30D | -11.9% | -3.1% | -8.8% | -10.5% |
| 3M | -6.1% | +10.3% | -16.4% | -11.6% |
| 6M | -19.2% | +1.6% | -20.8% | -20.8% |
| YTD | +0.2% | +6.3% | -6.2% | -4.4% |
| 1Y | -1.5% | -0.5% | -1.0% | -2.7% |
| 3Y | +17.9% | +64.6% | -46.6% | -14.6% |
| 5Y | +1.9% | +106.0% | -104.1% | -36.1% |
| All | +132.1% | +675.6% | -543.5% | -26.3% |
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