+37.1%
CTSH vs HDB
+64.3%
-27.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.1% | +6.9% | -9.0% | -4.3% |
| 30D | +8.0% | +15.2% | -7.3% | +2.7% |
| 3M | +10.6% | +11.7% | -1.1% | +6.1% |
| 6M | +32.5% | +7.5% | +25.0% | +28.0% |
| YTD | -21.0% | -28.8% | +7.8% | -12.1% |
| 1Y | -9.9% | -29.1% | +19.2% | +0.3% |
| 3Y | +3.1% | -7.0% | +10.1% | +1.6% |
| 5Y | -13.4% | -22.1% | +8.6% | -10.9% |
| 10Y | +37.1% | +64.9% | -27.8% | +3.3% |
| All | +37.1% | +64.3% | -27.2% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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