-11.3%
CTSH vs HIG
+99.1%
-110.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.9% | -3.0% |
| 7D | -5.5% | -1.1% | -4.4% | -5.0% |
| 30D | +4.5% | -4.9% | +9.4% | +6.8% |
| 3M | +13.7% | +6.8% | +6.9% | +10.9% |
| 6M | -8.4% | -1.7% | -6.7% | -7.8% |
| YTD | -26.5% | -0.2% | -26.3% | -26.6% |
| 1Y | -13.9% | +5.7% | -19.6% | -16.2% |
| 3Y | -11.3% | +100.3% | -111.6% | -29.2% |
| All | -11.3% | +99.1% | -110.4% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling