+53.5%
CTSH vs HLT
+653.9%
-600.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -2.7% | -3.3% | +0.6% | -1.3% |
| 30D | +12.4% | -4.1% | +16.4% | +14.3% |
| 3M | +17.4% | -7.9% | +25.3% | +21.2% |
| 6M | -3.1% | +2.2% | -5.2% | -4.8% |
| YTD | -23.6% | +8.5% | -32.0% | -26.9% |
| 1Y | -10.8% | +12.1% | -23.0% | -16.2% |
| 3Y | -8.3% | +107.6% | -115.9% | -34.6% |
| 5Y | -11.3% | +156.4% | -167.7% | -43.9% |
| 10Y | +22.6% | +566.3% | -543.7% | -51.9% |
| All | +53.5% | +653.9% | -600.4% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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