+28.0%
HON vs CTAS
+74.7%
-46.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.4% | +2.0% | -0.6% | +0.8% |
| 30D | +7.5% | +8.7% | -1.2% | +4.5% |
| 3M | -4.3% | +13.3% | -17.6% | -8.4% |
| 6M | -1.5% | +39.4% | -40.9% | -13.2% |
| YTD | +10.5% | +21.5% | -10.9% | +2.5% |
| 1Y | +8.5% | +21.9% | -13.3% | +0.5% |
| 3Y | +28.0% | +73.6% | -45.6% | +3.4% |
| All | +28.0% | +74.7% | -46.7% | +3.4% |
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