+122.0%
CSCO vs DHI
+61.2%
+60.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +4.1% |
| 7D | +2.7% | -3.4% | +6.1% | +3.2% |
| 30D | -9.5% | -5.4% | -4.0% | -8.8% |
| 3M | -7.6% | -10.4% | +2.8% | -6.4% |
| 6M | +44.9% | -2.8% | +47.7% | +44.5% |
| YTD | +47.7% | -3.4% | +51.1% | +47.0% |
| 1Y | +69.1% | -22.9% | +92.0% | +74.6% |
| 3Y | +113.5% | +20.7% | +92.8% | +93.7% |
| All | +122.0% | +61.2% | +60.7% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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