-11.5%
CTSH vs HUT
+194.0%
-205.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +14.6% | -17.3% | -3.3% |
| 7D | -0.6% | -11.4% | +10.8% | -0.4% |
| 30D | +13.4% | -41.0% | +54.4% | +15.4% |
| 3M | +14.4% | -41.9% | +56.3% | +16.1% |
| 6M | +27.7% | -51.7% | +79.4% | +29.5% |
| YTD | -20.6% | +14.6% | -35.2% | -24.3% |
| 1Y | -9.1% | +21.4% | -30.5% | -14.1% |
| 3Y | +3.1% | +359.8% | -356.7% | -15.3% |
| 5Y | -11.8% | -27.5% | +15.7% | -24.9% |
| All | -11.5% | +194.0% | -205.5% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling