+35.8%
CTSH vs HWM
+1,473.3%
-1,437.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.3% | -3.4% |
| 7D | -0.6% | +3.4% | -4.0% | -1.8% |
| 30D | +13.4% | -7.5% | +20.9% | +14.9% |
| 3M | +14.4% | -28.9% | +43.3% | +23.7% |
| 6M | +27.7% | -19.6% | +47.3% | +32.6% |
| YTD | -20.6% | +0.6% | -21.2% | -23.8% |
| 1Y | -9.1% | +0.3% | -9.5% | -12.8% |
| 3Y | +3.1% | +326.1% | -323.1% | -38.0% |
| 5Y | -11.8% | +525.2% | -536.9% | -53.3% |
| All | +35.8% | +1,473.3% | -1,437.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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