+34.8%
CTSH vs HCA
+675.7%
-640.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | +0.8% | -3.0% | -2.4% |
| 30D | +1.4% | +6.1% | -4.7% | -0.7% |
| 3M | +7.5% | +21.4% | -14.0% | +0.6% |
| 6M | +39.6% | +17.2% | +22.4% | +31.7% |
| YTD | -22.3% | +7.5% | -29.8% | -25.4% |
| 1Y | -12.0% | +6.2% | -18.1% | -15.2% |
| 3Y | +1.8% | +122.0% | -120.2% | -25.9% |
| 5Y | -15.8% | +112.2% | -128.0% | -39.3% |
| All | +34.8% | +675.7% | -640.9% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling