-15.3%
CTSH vs HST
+83.0%
-98.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.7% |
| 7D | -4.2% | +3.6% | -7.8% | -5.5% |
| 30D | +3.9% | +9.9% | -6.0% | 0.0% |
| 3M | +10.2% | +12.9% | -2.8% | +4.9% |
| 6M | +35.3% | +22.9% | +12.4% | +24.0% |
| YTD | -21.8% | +52.4% | -74.2% | -34.4% |
| 1Y | -12.1% | +52.5% | -64.7% | -26.4% |
| 3Y | +2.0% | +87.4% | -85.4% | -23.1% |
| 5Y | -15.3% | +82.9% | -98.2% | -36.1% |
| All | -15.3% | +83.0% | -98.3% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling