-11.3%
CTSH vs HRB
+28.7%
-40.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.6% | -1.8% |
| 7D | -5.5% | -9.1% | +3.6% | -2.6% |
| 30D | +4.5% | +0.3% | +4.3% | +4.0% |
| 3M | +13.7% | +23.4% | -9.6% | +6.6% |
| 6M | -8.4% | +45.1% | -53.5% | -17.9% |
| YTD | -26.5% | +8.9% | -35.4% | -29.8% |
| 1Y | -13.9% | -7.9% | -6.0% | -14.9% |
| 3Y | -11.3% | +27.9% | -39.3% | -19.1% |
| All | -11.3% | +28.7% | -40.0% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling