+38.7%
CTSH vs HWM
+1,599.0%
-1,560.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.9% |
| 7D | +1.8% | -1.8% | +3.6% | +2.1% |
| 30D | +9.8% | -2.7% | +12.5% | +9.8% |
| 3M | +12.1% | -22.7% | +34.9% | +18.6% |
| 6M | +27.4% | -18.9% | +46.3% | +32.2% |
| YTD | -20.3% | +7.1% | -27.3% | -24.7% |
| 1Y | -8.8% | +4.7% | -13.5% | -13.4% |
| 3Y | +4.0% | +345.6% | -341.5% | -38.1% |
| 5Y | -12.2% | +588.3% | -600.5% | -54.8% |
| 10Y | +38.7% | +1,516.2% | -1,477.4% | -45.4% |
| All | +38.7% | +1,599.0% | -1,560.3% | -45.4% |
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