+621.7%
HPE vs CTSH
+10.4%
+611.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.9% | -2.7% |
| 7D | -0.6% | -2.7% | +2.1% | +0.8% |
| 30D | -2.3% | +12.4% | -14.7% | -8.0% |
| 3M | -2.9% | +17.4% | -20.2% | -12.4% |
| 6M | +143.6% | -3.1% | +146.6% | +140.4% |
| YTD | +118.5% | -23.6% | +142.1% | +144.6% |
| 1Y | +129.2% | -10.8% | +140.0% | +134.4% |
| 3Y | +212.5% | -8.3% | +220.8% | +211.4% |
| 5Y | +286.9% | -11.3% | +298.2% | +283.2% |
| 10Y | +432.3% | +22.6% | +409.7% | +315.8% |
| All | +621.7% | +10.4% | +611.3% | +540.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling