+571.9%
HPE vs CTAS
+1,005.9%
-434.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | +7.9% | +2.0% | +5.9% | +6.9% |
| 30D | -23.5% | +8.7% | -32.2% | -27.0% |
| 3M | -19.1% | +13.3% | -32.3% | -24.6% |
| 6M | +51.4% | +39.4% | +12.0% | +23.4% |
| YTD | +103.4% | +21.5% | +82.0% | +78.0% |
| 1Y | +114.4% | +21.9% | +92.5% | +87.1% |
| 3Y | +224.7% | +73.6% | +151.0% | +125.2% |
| 5Y | +277.8% | +116.2% | +161.6% | +127.2% |
| 10Y | +371.1% | +818.2% | -447.1% | +16.9% |
| All | +571.9% | +1,005.9% | -434.0% | +39.3% |
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