+27,125.3%
CSCO vs DHI
+12,501.5%
+14,623.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +4.0% |
| 7D | +2.7% | -3.4% | +6.1% | +3.4% |
| 30D | -9.5% | -5.4% | -4.0% | -8.5% |
| 3M | -7.6% | -10.4% | +2.8% | -5.9% |
| 6M | +44.9% | -2.8% | +47.7% | +44.6% |
| YTD | +47.7% | -3.4% | +51.1% | +47.1% |
| 1Y | +69.1% | -22.9% | +92.0% | +75.9% |
| 3Y | +113.5% | +20.7% | +92.8% | +96.4% |
| 5Y | +122.8% | +62.1% | +60.6% | +88.2% |
| 10Y | +389.1% | +410.4% | -21.3% | +209.2% |
| All | +27,125.3% | +12,501.5% | +14,623.8% | +8,509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling