+597.9%
HPE vs CTAS
+1,009.6%
-411.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +13.6% | +0.5% | +13.1% | +13.3% |
| 30D | -27.1% | +10.2% | -37.3% | -31.0% |
| 3M | -14.5% | +12.1% | -26.6% | -19.9% |
| 6M | +66.9% | +38.3% | +28.7% | +36.6% |
| YTD | +111.3% | +21.9% | +89.4% | +84.6% |
| 1Y | +117.5% | +24.0% | +93.4% | +87.9% |
| 3Y | +238.1% | +75.1% | +162.9% | +133.4% |
| 5Y | +292.4% | +116.9% | +175.5% | +135.6% |
| 10Y | +389.3% | +821.3% | -431.9% | +21.3% |
| All | +597.9% | +1,009.6% | -411.7% | +44.4% |
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