+37.8%
CTSH vs HAL
-18.5%
+56.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.3% | -7.9% | +5.6% | -0.6% |
| 30D | +7.4% | -2.1% | +9.5% | +7.7% |
| 3M | +10.9% | +0.4% | +10.5% | +10.3% |
| 6M | +24.7% | -19.2% | +43.9% | +29.7% |
| YTD | -22.0% | +14.4% | -36.4% | -25.6% |
| 1Y | -11.2% | +18.0% | -29.1% | -15.9% |
| 3Y | +3.9% | -9.7% | +13.5% | +2.0% |
| 5Y | -13.9% | +40.1% | -54.1% | -27.3% |
| 10Y | +37.8% | -19.1% | +56.9% | +3.2% |
| All | +37.8% | -18.5% | +56.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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