-13.8%
CTSH vs HCA
+2.1%
-15.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | -9.8% | +2.9% | -12.7% | -10.1% |
| 30D | +0.1% | +2.4% | -2.3% | -0.2% |
| 3M | +13.2% | +13.0% | +0.2% | +12.0% |
| 6M | -6.2% | -21.4% | +15.2% | -8.0% |
| YTD | -28.5% | -9.5% | -19.0% | -30.5% |
| 1Y | -13.8% | +7.5% | -21.3% | -21.9% |
| All | -13.8% | +2.1% | -15.9% | -21.9% |
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