+576.0%
CTSH vs HBM
+613.3%
-37.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.5% |
| 7D | -2.7% | -6.4% | +3.6% | -1.8% |
| 30D | +12.4% | +5.9% | +6.5% | +11.3% |
| 3M | +17.4% | -8.9% | +26.3% | +17.7% |
| 6M | -3.1% | +10.7% | -13.7% | -6.4% |
| YTD | -23.6% | +38.3% | -61.8% | -29.3% |
| 1Y | -10.8% | +121.3% | -132.2% | -23.7% |
| 3Y | -8.3% | +450.6% | -458.9% | -34.1% |
| 5Y | -11.3% | +338.0% | -349.3% | -36.8% |
| 10Y | +22.6% | +578.6% | -556.0% | -30.3% |
| All | +576.0% | +613.3% | -37.3% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling