+292.4%
HPE vs CTAS
+118.4%
+174.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +13.6% | +0.5% | +13.1% | +13.4% |
| 30D | -27.1% | +10.2% | -37.3% | -29.8% |
| 3M | -14.5% | +12.1% | -26.6% | -18.2% |
| 6M | +66.9% | +38.3% | +28.7% | +42.9% |
| YTD | +111.3% | +21.9% | +89.4% | +92.0% |
| 1Y | +117.5% | +24.0% | +93.4% | +95.6% |
| 3Y | +238.1% | +75.1% | +162.9% | +142.8% |
| 5Y | +292.4% | +116.9% | +175.5% | +133.4% |
| All | +292.4% | +118.4% | +174.0% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling