-14.8%
CTSH vs HBM
+369.9%
-384.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.8% | -9.6% | -4.4% |
| 7D | -5.5% | +7.4% | -12.8% | -6.1% |
| 30D | +4.5% | +5.1% | -0.6% | +3.9% |
| 3M | +13.7% | +11.1% | +2.6% | +12.2% |
| 6M | -8.4% | +30.2% | -38.6% | -12.0% |
| YTD | -26.5% | +46.2% | -72.7% | -31.2% |
| 1Y | -13.9% | +120.0% | -134.0% | -24.5% |
| 3Y | -11.3% | +527.4% | -538.8% | -36.2% |
| 5Y | -14.8% | +400.4% | -415.2% | -37.7% |
| All | -14.8% | +369.9% | -384.7% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling