+957.9%
CSCO vs HBM
+613.3%
+344.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -0.7% | -6.4% | +5.7% | +0.2% |
| 30D | -10.1% | +5.9% | -16.0% | -10.9% |
| 3M | -15.7% | -8.9% | -6.8% | -15.1% |
| 6M | +36.3% | +10.7% | +25.6% | +32.7% |
| YTD | +43.8% | +38.3% | +5.6% | +35.3% |
| 1Y | +63.9% | +121.3% | -57.4% | +43.8% |
| 3Y | +104.4% | +450.6% | -346.2% | +53.5% |
| 5Y | +111.4% | +338.0% | -226.6% | +57.0% |
| 10Y | +361.7% | +578.6% | -216.9% | +181.5% |
| All | +957.9% | +613.3% | +344.5% | +424.8% |
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