+256.9%
HL vs CTSH
+24.9%
+232.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -2.2% |
| 7D | -4.4% | -3.7% | -0.6% | -3.1% |
| 30D | +9.3% | +3.7% | +5.6% | +7.8% |
| 3M | +32.0% | +17.9% | +14.1% | +22.3% |
| 6M | -6.4% | -2.6% | -3.8% | -7.3% |
| YTD | +3.1% | -26.4% | +29.5% | +14.2% |
| 1Y | +77.6% | -13.0% | +90.6% | +80.7% |
| 3Y | +392.8% | -11.2% | +404.0% | +386.3% |
| 5Y | +234.1% | -14.3% | +248.4% | +228.7% |
| All | +256.9% | +24.9% | +232.0% | +187.1% |
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