+34.6%
CSCO vs HD
-5.0%
+39.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -2.0% |
| 7D | -10.2% | +4.3% | -14.5% | -9.9% |
| 30D | -20.1% | +20.2% | -40.2% | -19.4% |
| 3M | -22.1% | -1.0% | -21.1% | -21.3% |
| 6M | +3.2% | +7.9% | -4.7% | +4.1% |
| YTD | +24.1% | +2.0% | +22.1% | +26.9% |
| 1Y | +34.6% | -4.3% | +38.9% | +37.4% |
| All | +34.6% | -5.0% | +39.6% | +37.4% |
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 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