+88.0%
CTSH vs HCA
+1,648.5%
-1,560.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -2.7% | -3.1% | +0.4% | -1.8% |
| 30D | +12.4% | -1.1% | +13.5% | +12.6% |
| 3M | +17.4% | +12.2% | +5.2% | +13.3% |
| 6M | -3.1% | -25.3% | +22.3% | +4.9% |
| YTD | -23.6% | -12.9% | -10.6% | -21.4% |
| 1Y | -10.8% | -0.9% | -9.9% | -12.0% |
| 3Y | -8.3% | +47.6% | -55.9% | -21.4% |
| 5Y | -11.3% | +67.0% | -78.3% | -28.3% |
| 10Y | +22.6% | +471.4% | -448.8% | -32.6% |
| All | +88.0% | +1,648.5% | -1,560.5% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling