-7.6%
CTSH vs HCA
+11.2%
-18.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.3% | -7.3% | +1.7% |
| 7D | -0.9% | +10.2% | -11.1% | -2.2% |
| 30D | +13.1% | +17.4% | -4.3% | +10.7% |
| 3M | +17.9% | +27.7% | -9.8% | +14.2% |
| 6M | +28.5% | +20.0% | +8.5% | +23.2% |
| YTD | -19.3% | +10.0% | -29.3% | -24.2% |
| 1Y | -7.6% | +9.0% | -16.6% | -13.8% |
| All | -7.6% | +11.2% | -18.8% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 1y: compounded portfolio wealth divided by compounded HCA 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…
1y analysis · Full analysis span regression · 6 months rolling