-10.9%
CTSH vs THC
+250.3%
-261.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.6% | -4.2% | -3.7% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +12.4% | +1.3% | +11.1% | +12.0% |
| 3M | +17.4% | +64.2% | -46.9% | +6.8% |
| 6M | -3.1% | +8.3% | -11.3% | -5.2% |
| YTD | -23.6% | +33.4% | -56.9% | -28.6% |
| 1Y | -10.8% | +37.7% | -48.5% | -17.6% |
| 3Y | -8.3% | +236.8% | -245.1% | -33.6% |
| All | -10.9% | +250.3% | -261.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling