+362.8%
HPE vs CTAS
+110.0%
+252.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.4% | +5.2% |
| 7D | +13.6% | +1.0% | +12.7% | +13.3% |
| 30D | +7.7% | -1.1% | +8.8% | +8.0% |
| 3M | +22.4% | +11.5% | +10.9% | +15.4% |
| 6M | +172.6% | +0.2% | +172.4% | +170.0% |
| YTD | +147.5% | +7.2% | +140.3% | +136.6% |
| 1Y | +151.8% | 0.0% | +151.8% | +149.0% |
| 3Y | +267.1% | +65.9% | +201.1% | +167.4% |
| 5Y | +362.8% | +109.6% | +253.2% | +186.6% |
| All | +362.8% | +110.0% | +252.7% | +186.6% |
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