+34.8%
CTSH vs HIG
+261.7%
-226.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | -2.1% | +2.6% | -4.7% | -3.1% |
| 30D | +1.4% | +4.2% | -2.8% | -0.2% |
| 3M | +7.5% | +0.2% | +7.3% | +7.4% |
| 6M | +39.6% | +4.6% | +35.0% | +37.3% |
| YTD | -22.3% | +1.1% | -23.4% | -22.7% |
| 1Y | -12.0% | +4.7% | -16.6% | -13.7% |
| 3Y | +1.8% | +95.5% | -93.7% | -22.1% |
| 5Y | -15.8% | +111.7% | -127.5% | -38.0% |
| All | +34.8% | +261.7% | -226.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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