-11.9%
CTSH vs HUT
+240.9%
-252.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.6% | -8.4% | -1.2% |
| 7D | -2.1% | +24.8% | -26.8% | -3.0% |
| 30D | +8.0% | -28.4% | +36.3% | +9.0% |
| 3M | +10.6% | -31.2% | +41.8% | +11.4% |
| 6M | +32.5% | -40.2% | +72.8% | +33.1% |
| YTD | -21.0% | +32.9% | -53.9% | -25.1% |
| 1Y | -9.9% | +39.1% | -49.0% | -15.3% |
| 3Y | +3.1% | +462.8% | -459.6% | -16.0% |
| 5Y | -13.4% | -13.9% | +0.5% | -26.8% |
| All | -11.9% | +240.9% | -252.8% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 HUT 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