-13.0%
CTSH vs HUT
+218.4%
-231.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.3% | -10.0% | -2.1% |
| 7D | -2.3% | +3.7% | -6.0% | -2.7% |
| 30D | +7.4% | -32.3% | +39.8% | +8.7% |
| 3M | +10.9% | -35.6% | +46.6% | +12.0% |
| 6M | +24.7% | -42.1% | +66.7% | +25.3% |
| YTD | -22.0% | +24.1% | -46.1% | -25.8% |
| 1Y | -11.2% | +27.9% | -39.0% | -16.2% |
| 3Y | +3.9% | +409.1% | -405.3% | -15.0% |
| 5Y | -13.9% | -25.9% | +12.0% | -26.8% |
| All | -13.0% | +218.4% | -231.4% | -43.7% |
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