+35.8%
CTSH vs HAS
+101.4%
-65.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +13.4% | +31.0% | -17.6% | +4.3% |
| 3M | +14.4% | +30.7% | -16.2% | +5.3% |
| 6M | +27.7% | +23.9% | +3.8% | +18.8% |
| YTD | -20.6% | +48.3% | -68.9% | -30.7% |
| 1Y | -9.1% | +60.2% | -69.4% | -22.6% |
| 3Y | +3.1% | +189.2% | -186.1% | -29.5% |
| 5Y | -11.8% | +50.4% | -62.2% | -26.4% |
| All | +35.8% | +101.4% | -65.6% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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