+38.7%
CTSH vs HST
+143.2%
-104.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.3% |
| 7D | +1.8% | +0.6% | +1.3% | +1.5% |
| 30D | +9.8% | +14.5% | -4.7% | +4.4% |
| 3M | +12.1% | +15.4% | -3.3% | +6.3% |
| 6M | +27.4% | +22.0% | +5.4% | +18.0% |
| YTD | -20.3% | +54.9% | -75.1% | -32.5% |
| 1Y | -8.8% | +54.0% | -62.8% | -22.7% |
| 3Y | +4.0% | +90.4% | -86.4% | -19.6% |
| 5Y | -12.2% | +84.2% | -96.4% | -33.0% |
| 10Y | +38.7% | +144.6% | -105.9% | -6.3% |
| All | +38.7% | +143.2% | -104.5% | -6.3% |
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