+621.7%
HPE vs CTAS
+877.7%
-256.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.3% |
| 7D | -0.6% | -1.8% | +1.2% | +0.4% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | -2.9% | +11.7% | -14.6% | -10.2% |
| 6M | +143.6% | +0.7% | +142.9% | +137.1% |
| YTD | +118.5% | +7.4% | +111.1% | +105.0% |
| 1Y | +129.2% | -2.1% | +131.3% | +126.1% |
| 3Y | +212.5% | +62.9% | +149.6% | +124.0% |
| 5Y | +286.9% | +111.9% | +175.0% | +134.1% |
| 10Y | +432.3% | +652.2% | -219.8% | +49.0% |
| All | +621.7% | +877.7% | -256.0% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling