+37.1%
CTSH vs HRB
+243.1%
-205.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -8.1% | +6.0% | +0.4% |
| 30D | +8.0% | +15.0% | -7.1% | +3.6% |
| 3M | +10.6% | +10.2% | +0.4% | +7.0% |
| 6M | +32.5% | +44.2% | -11.7% | +19.1% |
| YTD | -21.0% | +21.0% | -41.9% | -26.2% |
| 1Y | -9.9% | +12.0% | -21.9% | -14.2% |
| 3Y | +3.1% | +24.9% | -21.8% | -6.4% |
| 5Y | -13.4% | +144.6% | -158.0% | -36.7% |
| 10Y | +37.1% | +229.4% | -192.3% | -12.2% |
| All | +37.1% | +243.1% | -205.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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