+132.4%
HOOD vs CTSH
-5.7%
+138.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.7% | +5.9% | +4.5% |
| 7D | -4.8% | -0.6% | -4.2% | -4.7% |
| 30D | -26.1% | +13.4% | -39.5% | -31.6% |
| 3M | -10.8% | +14.4% | -25.2% | -18.1% |
| 6M | +2.4% | +27.7% | -25.4% | -14.0% |
| YTD | -28.5% | -20.6% | -7.8% | -18.2% |
| 1Y | -36.3% | -9.1% | -27.2% | -33.9% |
| 3Y | +743.7% | +3.1% | +740.6% | +705.3% |
| 5Y | +118.6% | -11.8% | +130.4% | +139.9% |
| All | +132.4% | -5.7% | +138.0% | +182.1% |
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