+390.2%
HPE vs CTSH
+37.5%
+352.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +5.2% |
| 7D | +0.3% | -2.1% | +2.4% | +1.0% |
| 30D | -28.6% | +8.0% | -36.5% | -32.0% |
| 3M | -7.4% | +10.6% | -18.0% | -14.2% |
| 6M | +63.7% | +32.5% | +31.2% | +34.3% |
| YTD | +111.7% | -21.0% | +132.7% | +127.8% |
| 1Y | +123.5% | -9.9% | +133.4% | +123.2% |
| 3Y | +238.7% | +3.1% | +235.6% | +209.6% |
| 5Y | +261.0% | -13.4% | +274.5% | +255.5% |
| 10Y | +390.2% | +37.1% | +353.1% | +283.6% |
| All | +390.2% | +37.5% | +352.7% | +283.6% |
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