+117.5%
HPE vs CTAS
+23.8%
+93.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.1% |
| 7D | +13.6% | +0.5% | +13.1% | +13.8% |
| 30D | -27.1% | +10.2% | -37.3% | -23.5% |
| 3M | -14.5% | +12.1% | -26.6% | -9.7% |
| 6M | +66.9% | +38.3% | +28.7% | +82.4% |
| YTD | +111.3% | +21.9% | +89.4% | +139.8% |
| 1Y | +117.5% | +24.0% | +93.4% | +145.9% |
| All | +117.5% | +23.8% | +93.6% | +145.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling