-14.8%
CTSH vs HRB
+112.6%
-127.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.5% | +2.6% | -2.1% |
| 7D | -5.5% | -9.1% | +3.6% | -3.0% |
| 30D | +4.5% | +0.3% | +4.3% | +4.1% |
| 3M | +13.7% | +23.4% | -9.6% | +7.5% |
| 6M | -8.4% | +45.1% | -53.5% | -17.0% |
| YTD | -26.5% | +8.9% | -35.4% | -29.3% |
| 1Y | -13.9% | -7.9% | -6.0% | -14.4% |
| 3Y | -11.3% | +27.9% | -39.3% | -18.6% |
| 5Y | -14.8% | +108.3% | -123.2% | -28.0% |
| All | -14.8% | +112.6% | -127.5% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling