+38.6%
HPQ vs CTAS
+110.0%
-71.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.2% | +5.0% |
| 7D | +2.2% | +1.0% | +1.2% | +1.7% |
| 30D | +9.7% | -1.1% | +10.8% | +10.1% |
| 3M | +32.7% | +11.5% | +21.2% | +25.0% |
| 6M | +77.7% | +0.2% | +77.5% | +76.7% |
| YTD | +51.0% | +7.2% | +43.8% | +44.5% |
| 1Y | +18.4% | 0.0% | +18.4% | +17.6% |
| 3Y | +25.6% | +65.9% | -40.3% | -13.3% |
| 5Y | +38.6% | +109.6% | -70.9% | -21.0% |
| All | +38.6% | +110.0% | -71.4% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling