+34,247.0%
CTSH vs HST
+311.3%
+33,935.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.7% |
| 7D | -2.7% | -1.0% | -1.7% | -2.3% |
| 30D | +12.4% | -12.3% | +24.6% | +17.7% |
| 3M | +17.4% | -6.4% | +23.7% | +19.9% |
| 6M | -3.1% | +15.0% | -18.1% | -8.7% |
| YTD | -23.6% | +30.5% | -54.1% | -31.4% |
| 1Y | -10.8% | +35.7% | -46.5% | -21.4% |
| 3Y | -8.3% | +68.4% | -76.7% | -26.7% |
| 5Y | -11.3% | +73.1% | -84.4% | -31.6% |
| 10Y | +22.6% | +92.7% | -70.1% | -17.2% |
| All | +34,247.0% | +311.3% | +33,935.7% | +12,695.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling