+10.8%
HD vs CTSH
-11.4%
+22.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.5% | +2.1% |
| 7D | -2.1% | -2.7% | +0.6% | -1.2% |
| 30D | -8.4% | +12.4% | -20.8% | -11.9% |
| 3M | +4.3% | +17.4% | -13.0% | -1.7% |
| 6M | -11.1% | -3.1% | -8.1% | -10.5% |
| YTD | -4.7% | -23.6% | +18.9% | +4.9% |
| 1Y | -19.8% | -10.8% | -9.0% | -17.8% |
| 3Y | +4.1% | -8.3% | +12.4% | +3.4% |
| All | +10.8% | -11.4% | +22.2% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling