+37.8%
CTSH vs HWM
+1,636.6%
-1,598.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -3.0% |
| 7D | -2.3% | +1.6% | -3.9% | -3.0% |
| 30D | +7.4% | -3.9% | +11.4% | +7.7% |
| 3M | +10.9% | -23.2% | +34.2% | +17.5% |
| 6M | +24.7% | -20.0% | +44.6% | +29.7% |
| YTD | -22.0% | +5.7% | -27.7% | -26.1% |
| 1Y | -11.2% | +4.9% | -16.0% | -15.7% |
| 3Y | +3.9% | +347.0% | -343.1% | -38.3% |
| 5Y | -13.9% | +563.0% | -577.0% | -55.2% |
| 10Y | +37.8% | +1,579.2% | -1,541.4% | -46.7% |
| All | +37.8% | +1,636.6% | -1,598.8% | -46.7% |
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