+109.6%
CTAS vs HRB
+104.8%
+4.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +1.0% | -10.6% | +11.6% | +3.1% |
| 30D | -1.1% | -0.8% | -0.2% | -1.3% |
| 3M | +11.5% | +19.1% | -7.6% | +7.3% |
| 6M | +0.2% | +48.7% | -48.5% | -8.2% |
| YTD | +7.2% | +7.1% | +0.1% | +5.4% |
| 1Y | 0.0% | -8.3% | +8.3% | +1.7% |
| 3Y | +65.9% | +25.8% | +40.1% | +54.0% |
| 5Y | +109.6% | +111.1% | -1.5% | +76.8% |
| All | +109.6% | +104.8% | +4.7% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling