+66.6%
CSCO vs HD
-22.9%
+89.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | -10.1% | -11.1% | +1.0% | -9.9% |
| 3M | -11.7% | +2.0% | -13.8% | -12.1% |
| 6M | +40.1% | -10.5% | +50.5% | +40.6% |
| YTD | +43.8% | -6.9% | +50.6% | +45.2% |
| 1Y | +66.6% | -23.2% | +89.8% | +62.1% |
| All | +66.6% | -22.9% | +89.5% | +62.1% |
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 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