+249.2%
HPE vs CTAS
+65.1%
+184.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +10.1% | 0.0% | +10.2% | +10.2% |
| 30D | +5.3% | -1.0% | +6.3% | +5.4% |
| 3M | +12.7% | +15.8% | -3.1% | +7.3% |
| 6M | +167.7% | -1.0% | +168.7% | +170.7% |
| YTD | +135.5% | +7.4% | +128.0% | +130.1% |
| 1Y | +143.4% | -0.1% | +143.5% | +144.9% |
| 3Y | +249.2% | +66.3% | +182.9% | +192.1% |
| All | +249.2% | +65.1% | +184.1% | +192.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling