+591.6%
CTSH vs HBM
+462.4%
+129.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.9% |
| 7D | -4.2% | +5.1% | -9.2% | -4.9% |
| 30D | +3.9% | -15.8% | +19.8% | +5.9% |
| 3M | +10.2% | -22.4% | +32.6% | +13.0% |
| 6M | +35.3% | -20.2% | +55.5% | +36.6% |
| YTD | -21.8% | +9.0% | -30.8% | -25.9% |
| 1Y | -12.1% | +27.4% | -39.5% | -18.8% |
| 3Y | +2.0% | +424.2% | -422.2% | -26.8% |
| 5Y | -15.3% | +196.1% | -211.4% | -36.4% |
| 10Y | +35.7% | +285.4% | -249.7% | -16.0% |
| All | +591.6% | +462.4% | +129.2% | +237.0% |
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