+103.6%
CSCO vs HBM
+210.2%
-106.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | -12.6% | -14.8% | +2.2% | -10.9% |
| 3M | -16.0% | -20.7% | +4.7% | -13.8% |
| 6M | +2.8% | -13.9% | +16.8% | +4.0% |
| YTD | +33.2% | +10.6% | +22.6% | +29.8% |
| 1Y | +43.1% | +32.4% | +10.8% | +36.3% |
| 3Y | +106.7% | +432.0% | -325.3% | +61.7% |
| 5Y | +103.6% | +205.5% | -101.9% | +65.1% |
| All | +103.6% | +210.2% | -106.6% | +65.1% |
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