+217.2%
HPQ vs CTAS
+675.6%
-458.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +3.5% | -1.3% | +4.8% | +4.2% |
| 30D | +13.7% | -3.1% | +16.8% | +15.5% |
| 3M | +33.9% | +10.3% | +23.6% | +25.9% |
| 6M | +80.9% | +1.6% | +79.3% | +77.1% |
| YTD | +52.6% | +6.3% | +46.3% | +45.4% |
| 1Y | +21.2% | -0.5% | +21.7% | +19.9% |
| 3Y | +26.9% | +64.6% | -37.7% | -10.0% |
| 5Y | +41.1% | +106.0% | -64.9% | -13.4% |
| All | +217.2% | +675.6% | -458.5% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling