+134.4%
HL vs CTSH
+35.4%
+99.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.1% | -4.4% | -5.1% |
| 7D | -7.6% | -4.2% | -3.4% | -6.3% |
| 30D | -17.5% | +3.9% | -21.4% | -19.2% |
| 3M | -26.2% | +10.2% | -36.4% | -29.7% |
| 6M | -35.1% | +35.3% | -70.4% | -44.1% |
| YTD | -30.4% | -21.8% | -8.6% | -25.2% |
| 1Y | -14.0% | -12.1% | -1.8% | -12.5% |
| 3Y | +256.3% | +2.0% | +254.3% | +226.3% |
| 5Y | +112.5% | -15.3% | +127.8% | +109.1% |
| All | +134.4% | +35.4% | +99.0% | +77.9% |
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