+114.0%
CSCO vs HBM
+369.9%
-255.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.7% |
| 7D | -0.5% | +7.4% | -7.9% | -1.4% |
| 30D | -10.1% | +5.1% | -15.2% | -10.7% |
| 3M | -11.7% | +11.1% | -22.9% | -13.2% |
| 6M | +40.1% | +30.2% | +9.9% | +34.5% |
| YTD | +43.8% | +46.2% | -2.4% | +35.8% |
| 1Y | +66.6% | +120.0% | -53.4% | +49.3% |
| 3Y | +108.5% | +527.4% | -418.9% | +60.9% |
| 5Y | +114.0% | +400.4% | -286.4% | +63.0% |
| All | +114.0% | +369.9% | -255.9% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling