-15.9%
CTSH vs HRB
-9.2%
-6.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.2% | -2.3% |
| 7D | -8.2% | -10.6% | +2.4% | -4.4% |
| 30D | +0.4% | -0.8% | +1.2% | +0.2% |
| 3M | +10.6% | +19.1% | -8.5% | +3.6% |
| 6M | -8.8% | +48.7% | -57.5% | -19.7% |
| YTD | -28.6% | +7.1% | -35.7% | -31.8% |
| 1Y | -15.9% | -8.3% | -7.6% | -18.3% |
| All | -15.9% | -9.2% | -6.8% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling