+892.0%
CSCO vs HBM
+462.4%
+429.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.4% |
| 7D | +6.6% | +5.1% | +1.5% | +5.8% |
| 30D | -11.3% | -15.8% | +4.5% | -9.3% |
| 3M | -17.3% | -22.4% | +5.1% | -14.6% |
| 6M | +3.5% | -20.2% | +23.8% | +5.7% |
| YTD | +34.9% | +9.0% | +25.9% | +30.8% |
| 1Y | +40.5% | +27.4% | +13.1% | +33.1% |
| 3Y | +109.3% | +424.2% | -315.0% | +58.3% |
| 5Y | +105.9% | +196.1% | -90.2% | +61.7% |
| 10Y | +335.8% | +285.4% | +50.4% | +187.8% |
| All | +892.0% | +462.4% | +429.6% | +407.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling