+571.9%
HPE vs CTSH
+12.2%
+559.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | +7.9% | -2.1% | +10.0% | +8.8% |
| 30D | -23.5% | +1.4% | -24.9% | -25.1% |
| 3M | -19.1% | +7.5% | -26.5% | -24.2% |
| 6M | +51.4% | +39.6% | +11.8% | +20.3% |
| YTD | +103.4% | -22.3% | +125.7% | +119.7% |
| 1Y | +114.4% | -12.0% | +126.3% | +115.5% |
| 3Y | +224.7% | +1.8% | +222.9% | +197.2% |
| 5Y | +277.8% | -15.8% | +293.6% | +275.8% |
| 10Y | +371.1% | +34.8% | +336.3% | +238.9% |
| All | +571.9% | +12.2% | +559.7% | +474.8% |
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