-13.9%
CTSH vs HCA
+57.7%
-71.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.8% | -3.7% |
| 7D | -8.2% | +4.9% | -13.1% | -9.0% |
| 30D | +0.4% | +1.9% | -1.5% | 0.0% |
| 3M | +10.6% | +12.7% | -2.2% | +8.3% |
| 6M | -8.8% | -22.3% | +13.5% | -5.9% |
| YTD | -28.6% | -9.3% | -19.3% | -28.5% |
| 1Y | -15.9% | +2.7% | -18.6% | -18.2% |
| All | -13.9% | +57.7% | -71.6% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling