-13.8%
CTSH vs ALHC
-28.9%
+15.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -2.7% | -0.6% | -2.1% | -2.7% |
| 30D | +12.4% | -1.0% | +13.4% | +12.4% |
| 3M | +17.4% | -10.2% | +27.5% | +17.0% |
| 6M | -3.1% | -28.3% | +25.2% | -2.3% |
| YTD | -23.6% | -31.4% | +7.9% | -22.8% |
| 1Y | -10.8% | -16.9% | +6.1% | -11.2% |
| 3Y | -8.3% | +135.5% | -143.8% | -18.5% |
| 5Y | -11.3% | -33.6% | +22.3% | -16.9% |
| All | -13.8% | -28.9% | +15.2% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling