+2,903.2%
HPQ vs CTAS
+23,129.2%
-20,226.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +6.9% | -1.8% | +8.8% | +7.7% |
| 30D | +14.4% | -0.2% | +14.6% | +14.4% |
| 3M | +25.6% | +11.7% | +13.9% | +19.6% |
| 6M | +75.0% | +0.7% | +74.3% | +73.1% |
| YTD | +50.7% | +7.4% | +43.3% | +45.2% |
| 1Y | +18.7% | -2.1% | +20.8% | +18.5% |
| 3Y | +21.5% | +62.9% | -41.4% | -2.3% |
| 5Y | +31.6% | +111.9% | -80.3% | -4.6% |
| 10Y | +216.1% | +652.2% | -436.1% | +41.3% |
| All | +2,903.2% | +23,129.2% | -20,226.0% | +403.3% |
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