+34.8%
CTSH vs HBM
+281.1%
-246.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -2.1% | +2.2% | -4.4% | -2.5% |
| 30D | +1.4% | -11.8% | +13.2% | +2.5% |
| 3M | +7.5% | -19.2% | +26.7% | +9.3% |
| 6M | +39.6% | -22.9% | +62.5% | +41.4% |
| YTD | -22.3% | +7.8% | -30.1% | -25.9% |
| 1Y | -12.0% | +34.9% | -46.9% | -18.7% |
| 3Y | +1.8% | +422.2% | -420.4% | -25.4% |
| 5Y | -15.8% | +192.8% | -208.7% | -35.4% |
| All | +34.8% | +281.1% | -246.3% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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