+18.7%
CTSH vs HCA
+503.4%
-484.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -9.8% | +2.9% | -12.7% | -10.7% |
| 30D | +0.1% | +2.4% | -2.3% | -0.8% |
| 3M | +13.2% | +13.0% | +0.2% | +8.6% |
| 6M | -6.2% | -21.4% | +15.2% | +0.5% |
| YTD | -28.5% | -9.5% | -19.0% | -27.2% |
| 1Y | -13.8% | +7.5% | -21.3% | -17.5% |
| 3Y | -13.7% | +57.6% | -71.3% | -29.3% |
| 5Y | -16.7% | +71.1% | -87.8% | -35.4% |
| All | +18.7% | +503.4% | -484.6% | -38.3% |
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