+37.1%
CTSH vs HAS
+106.0%
-68.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.4% |
| 7D | -2.1% | +2.0% | -4.1% | -2.7% |
| 30D | +8.0% | +30.9% | -23.0% | -0.7% |
| 3M | +10.6% | +28.8% | -18.2% | +2.2% |
| 6M | +32.5% | +32.3% | +0.2% | +20.8% |
| YTD | -21.0% | +54.7% | -75.7% | -31.9% |
| 1Y | -9.9% | +63.2% | -73.1% | -23.7% |
| 3Y | +3.1% | +220.7% | -217.5% | -31.8% |
| 5Y | -13.4% | +53.3% | -66.8% | -28.2% |
| 10Y | +37.1% | +104.2% | -67.1% | -3.8% |
| All | +37.1% | +106.0% | -68.9% | -3.8% |
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