+2.5%
CTSH vs HWM
+353.4%
-350.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -4.2% | +11.1% | -15.3% | -4.8% |
| 30D | +3.9% | +3.0% | +1.0% | +3.7% |
| 3M | +10.2% | -20.7% | +30.9% | +12.9% |
| 6M | +35.3% | -17.2% | +52.5% | +37.4% |
| YTD | -21.8% | +9.1% | -30.9% | -25.4% |
| 1Y | -12.1% | +9.0% | -21.2% | -16.3% |
| All | +2.5% | +353.4% | -350.9% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling