+25.1%
HPQ vs CTAS
+66.0%
-40.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.2% | +5.0% |
| 7D | +2.2% | +1.0% | +1.2% | +1.9% |
| 30D | +9.7% | -1.1% | +10.8% | +10.0% |
| 3M | +32.7% | +11.5% | +21.2% | +27.9% |
| 6M | +77.7% | +0.2% | +77.5% | +78.3% |
| YTD | +51.0% | +7.2% | +43.8% | +47.5% |
| 1Y | +18.4% | 0.0% | +18.4% | +18.6% |
| All | +25.1% | +66.0% | -40.9% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling