+540.2%
HPE vs CTSH
+18.6%
+521.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +6.4% |
| 7D | +13.6% | -8.2% | +21.8% | +18.0% |
| 30D | +7.7% | +0.4% | +7.3% | +6.9% |
| 3M | +22.4% | +10.6% | +11.8% | +13.6% |
| 6M | +172.6% | -8.8% | +181.4% | +176.7% |
| YTD | +147.5% | -28.6% | +176.1% | +184.9% |
| 1Y | +151.8% | -15.9% | +167.7% | +164.2% |
| 3Y | +267.1% | -13.9% | +280.9% | +276.4% |
| 5Y | +362.8% | -17.1% | +379.9% | +373.3% |
| 10Y | +540.2% | +21.0% | +519.1% | +441.7% |
| All | +540.2% | +18.6% | +521.6% | +441.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling