+335.7%
CSCO vs HD
+240.6%
+95.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.6% |
| 7D | +6.6% | -0.5% | +7.1% | +6.8% |
| 30D | -11.3% | +18.5% | -29.8% | -18.2% |
| 3M | -17.3% | +2.2% | -19.5% | -18.6% |
| 6M | +3.5% | +13.8% | -10.3% | -3.9% |
| YTD | +34.9% | +3.4% | +31.5% | +30.1% |
| 1Y | +40.5% | -3.5% | +44.0% | +39.7% |
| 3Y | +109.3% | +29.0% | +80.3% | +74.4% |
| 5Y | +105.9% | +6.1% | +99.8% | +85.9% |
| All | +335.7% | +240.6% | +95.1% | +135.4% |
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