+4.5%
CTSH vs HRB
+25.0%
-20.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.8% | -4.0% | +5.9% | +3.3% |
| 30D | +9.8% | +15.8% | -6.0% | +4.6% |
| 3M | +12.1% | +12.0% | +0.1% | +7.5% |
| 6M | +27.4% | +40.7% | -13.3% | +14.4% |
| YTD | -20.3% | +21.0% | -41.3% | -26.6% |
| 1Y | -8.8% | +11.7% | -20.5% | -14.6% |
| All | +4.5% | +25.0% | -20.5% | -6.4% |
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