+3.9%
CTSH vs HBM
+424.7%
-420.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.0% | -10.7% | -1.8% |
| 7D | -2.3% | +5.0% | -7.3% | -2.3% |
| 30D | +7.4% | -12.7% | +20.2% | +7.7% |
| 3M | +10.9% | -17.4% | +28.4% | +11.3% |
| 6M | +24.7% | -8.9% | +33.5% | +24.5% |
| YTD | -22.0% | +14.9% | -36.9% | -24.7% |
| 1Y | -11.2% | +41.4% | -52.6% | -16.5% |
| 3Y | +3.9% | +462.1% | -458.3% | -23.6% |
| All | +3.9% | +424.7% | -420.9% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling