+37.1%
CTSH vs HBM
+274.8%
-237.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.8% | -0.9% |
| 7D | -2.1% | -1.3% | -0.8% | -2.0% |
| 30D | +8.0% | -14.8% | +22.8% | +9.5% |
| 3M | +10.6% | -20.7% | +31.3% | +12.7% |
| 6M | +32.5% | -13.9% | +46.4% | +32.4% |
| YTD | -21.0% | +10.6% | -31.6% | -24.8% |
| 1Y | -9.9% | +32.4% | -42.3% | -16.6% |
| 3Y | +3.1% | +432.0% | -428.9% | -24.6% |
| 5Y | -13.4% | +205.5% | -218.9% | -33.9% |
| 10Y | +37.1% | +291.1% | -254.0% | -11.4% |
| All | +37.1% | +274.8% | -237.7% | -11.4% |
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