+5,634.3%
HON vs CTAS
+23,129.2%
-17,494.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | -3.6% | -1.8% | -1.8% | -2.9% |
| 30D | -15.3% | -0.2% | -15.1% | -15.3% |
| 3M | -7.9% | +11.7% | -19.6% | -12.3% |
| 6M | -18.1% | +0.7% | -18.8% | -19.0% |
| YTD | +3.8% | +7.4% | -3.6% | +0.1% |
| 1Y | +0.5% | -2.1% | +2.6% | +0.3% |
| 3Y | +19.8% | +62.9% | -43.2% | -3.4% |
| 5Y | +2.9% | +111.9% | -109.0% | -25.6% |
| 10Y | +134.6% | +652.2% | -517.6% | +3.7% |
| All | +5,634.3% | +23,129.2% | -17,494.9% | +992.6% |
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