-16.9%
CTSH vs HIG
+118.4%
-135.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -3.2% |
| 7D | -8.2% | -0.5% | -7.7% | -7.9% |
| 30D | +0.4% | -2.8% | +3.2% | +1.8% |
| 3M | +10.6% | +6.3% | +4.2% | +7.5% |
| 6M | -8.8% | -0.1% | -8.7% | -8.9% |
| YTD | -28.6% | +0.4% | -29.0% | -29.0% |
| 1Y | -15.9% | +6.2% | -22.2% | -18.8% |
| 3Y | -13.9% | +101.6% | -115.5% | -41.1% |
| All | -16.9% | +118.4% | -135.2% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling