+306.4%
CSCO vs HD
+257.8%
+48.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.1% |
| 7D | -10.2% | +4.3% | -14.5% | -12.0% |
| 30D | -20.1% | +20.2% | -40.2% | -26.8% |
| 3M | -22.1% | -1.0% | -21.1% | -22.3% |
| 6M | +3.2% | +7.9% | -4.7% | -1.9% |
| YTD | +24.1% | +2.0% | +22.1% | +20.4% |
| 1Y | +34.6% | -4.3% | +38.9% | +34.2% |
| 3Y | +90.0% | +25.9% | +64.1% | +60.2% |
| 5Y | +88.6% | +5.8% | +82.8% | +70.2% |
| All | +306.4% | +257.8% | +48.6% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling