+261.0%
HPE vs CTSH
-13.2%
+274.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +5.1% |
| 7D | +0.3% | -2.1% | +2.4% | +0.8% |
| 30D | -28.6% | +8.0% | -36.5% | -31.0% |
| 3M | -7.4% | +10.6% | -18.0% | -12.4% |
| 6M | +63.7% | +32.5% | +31.2% | +41.0% |
| YTD | +111.7% | -21.0% | +132.7% | +136.2% |
| 1Y | +123.5% | -9.9% | +133.4% | +131.6% |
| 3Y | +238.7% | +3.1% | +235.6% | +223.0% |
| 5Y | +261.0% | -13.4% | +274.5% | +269.6% |
| All | +261.0% | -13.2% | +274.2% | +269.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling