+2,627.7%
HPQ vs CTAS
+26,175.4%
-23,547.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +3.2% | +2.0% | +1.2% | +2.4% |
| 30D | -3.6% | +8.7% | -12.3% | -6.8% |
| 3M | -5.3% | +13.3% | -18.6% | -10.1% |
| 6M | +41.1% | +39.4% | +1.8% | +22.7% |
| YTD | +36.9% | +21.5% | +15.4% | +25.4% |
| 1Y | +23.5% | +21.9% | +1.6% | +13.0% |
| 3Y | +19.6% | +73.6% | -54.1% | -6.3% |
| 5Y | +11.4% | +116.2% | -104.8% | -20.0% |
| 10Y | +160.6% | +818.2% | -657.6% | +7.8% |
| All | +2,627.7% | +26,175.4% | -23,547.7% | +334.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling