+35.8%
CTSH vs HST
+142.8%
-107.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.6% | -2.7% | +2.1% | +0.3% |
| 30D | +13.4% | +10.7% | +2.7% | +9.2% |
| 3M | +14.4% | +6.3% | +8.2% | +11.7% |
| 6M | +27.7% | +19.0% | +8.7% | +19.3% |
| YTD | -20.6% | +47.0% | -67.6% | -31.5% |
| 1Y | -9.1% | +53.4% | -62.6% | -22.9% |
| 3Y | +3.1% | +78.0% | -74.9% | -18.3% |
| 5Y | -11.8% | +71.7% | -83.4% | -30.9% |
| All | +35.8% | +142.8% | -107.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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