-17.1%
CTSH vs HPQ
+39.0%
-56.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.8% | -4.5% |
| 7D | -8.2% | +2.2% | -10.4% | -9.0% |
| 30D | +0.4% | +9.7% | -9.4% | -3.2% |
| 3M | +10.6% | +32.7% | -22.2% | -0.3% |
| 6M | -8.8% | +77.7% | -86.5% | -26.5% |
| YTD | -28.6% | +51.0% | -79.6% | -39.1% |
| 1Y | -15.9% | +18.4% | -34.3% | -22.5% |
| 3Y | -13.9% | +25.6% | -39.4% | -26.3% |
| 5Y | -17.1% | +38.6% | -55.7% | -30.2% |
| All | -17.1% | +39.0% | -56.1% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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