-10.0%
CTSH vs ALHC
-59.7%
+49.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | +1.9% |
| 7D | +1.8% | +3.8% | -2.0% | +1.6% |
| 30D | +9.8% | +1.7% | +8.1% | +9.6% |
| 3M | +12.1% | -44.3% | +56.5% | +15.2% |
| 6M | +27.4% | -57.2% | +84.6% | +31.7% |
| YTD | -20.3% | -61.2% | +40.9% | -17.3% |
| 1Y | -8.8% | -53.2% | +44.4% | -6.7% |
| 3Y | +4.0% | +27.8% | -23.8% | -4.2% |
| 5Y | -12.2% | -65.4% | +53.2% | -15.1% |
| All | -10.0% | -59.7% | +49.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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