-10.9%
CTSH vs HUT
+71.6%
-82.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.2% | -9.8% | -3.9% |
| 7D | -2.7% | +17.8% | -20.5% | -3.5% |
| 30D | +12.4% | +0.8% | +11.5% | +12.1% |
| 3M | +17.4% | -26.8% | +44.2% | +18.2% |
| 6M | -3.1% | +72.6% | -75.6% | -8.4% |
| YTD | -23.6% | +103.6% | -127.2% | -29.2% |
| 1Y | -10.8% | +265.3% | -276.1% | -22.0% |
| 3Y | -8.3% | +689.4% | -697.7% | -30.3% |
| All | -10.9% | +71.6% | -82.6% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling