+21.3%
HPQ vs CTAS
+25.6%
-4.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +5.4% |
| 7D | -7.8% | +7.6% | -15.4% | -9.1% |
| 30D | -4.9% | +17.2% | -22.1% | -7.4% |
| 3M | +4.9% | +12.8% | -7.9% | +2.8% |
| 6M | +47.1% | +38.0% | +9.1% | +39.0% |
| YTD | +39.5% | +22.7% | +16.8% | +37.2% |
| 1Y | +21.3% | +25.6% | -4.4% | +16.8% |
| All | +21.3% | +25.6% | -4.4% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling