+108.5%
CSCO vs HBM
+521.9%
-413.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.8% | -0.8% |
| 7D | -0.5% | +7.3% | -7.8% | -1.4% |
| 30D | -10.1% | +5.0% | -15.1% | -10.7% |
| 3M | -11.7% | +11.1% | -22.8% | -13.3% |
| 6M | +40.1% | +30.2% | +9.9% | +34.4% |
| YTD | +43.8% | +46.2% | -2.4% | +35.6% |
| 1Y | +66.6% | +120.0% | -53.4% | +48.4% |
| 3Y | +108.5% | +527.3% | -418.7% | +54.4% |
| All | +108.5% | +521.9% | -413.4% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling