+23,259.7%
CTAS vs HRB
+3,357.9%
+19,901.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.8% |
| 7D | -1.8% | -5.7% | +3.8% | -0.3% |
| 30D | -0.2% | +7.9% | -8.1% | -2.8% |
| 3M | +11.7% | +32.1% | -20.4% | +2.7% |
| 6M | +0.7% | +62.2% | -61.5% | -13.6% |
| YTD | +7.4% | +16.4% | -9.0% | +0.4% |
| 1Y | -2.1% | -0.3% | -1.8% | -4.7% |
| 3Y | +62.9% | +36.0% | +26.9% | +42.7% |
| 5Y | +111.9% | +125.2% | -13.3% | +56.6% |
| 10Y | +652.2% | +237.7% | +414.5% | +364.2% |
| All | +23,259.7% | +3,357.9% | +19,901.9% | +7,779.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling