+208.5%
HD vs CTSH
+21.9%
+186.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.3% |
| 7D | -2.1% | -2.7% | +0.6% | -1.1% |
| 30D | -8.4% | +12.4% | -20.8% | -12.7% |
| 3M | +4.3% | +17.4% | -13.0% | -3.4% |
| 6M | -11.1% | -3.1% | -8.1% | -11.5% |
| YTD | -4.7% | -23.6% | +18.9% | +4.3% |
| 1Y | -19.8% | -10.8% | -9.0% | -18.5% |
| 3Y | +4.1% | -8.3% | +12.4% | +2.7% |
| 5Y | +10.3% | -11.3% | +21.6% | +8.5% |
| All | +208.5% | +21.9% | +186.6% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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