+563.1%
HPE vs CTAS
+687.6%
-124.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.5% | +10.9% | +11.7% |
| 7D | +19.4% | +0.5% | +18.9% | +19.2% |
| 30D | +5.6% | -0.7% | +6.3% | +6.0% |
| 3M | +33.1% | +11.1% | +22.0% | +23.9% |
| 6M | +192.5% | +2.1% | +190.3% | +183.1% |
| YTD | +160.9% | +8.0% | +153.0% | +144.7% |
| 1Y | +155.0% | -0.5% | +155.4% | +149.7% |
| 3Y | +289.4% | +66.2% | +223.2% | +177.6% |
| 5Y | +395.7% | +109.2% | +286.5% | +204.9% |
| All | +563.1% | +687.6% | -124.5% | +106.1% |
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