+39.4%
CSCO vs HD
-3.0%
+42.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -4.7% | +5.2% | -9.9% | -4.4% |
| 30D | -17.1% | +20.7% | -37.8% | -16.4% |
| 3M | -19.6% | +0.8% | -20.4% | -18.8% |
| 6M | +2.4% | +12.2% | -9.8% | +3.2% |
| YTD | +29.8% | +4.2% | +25.6% | +32.8% |
| All | +39.4% | -3.0% | +42.4% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling