+113.3%
CSCO vs HD
+10.1%
+103.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -0.7% | -2.1% | +1.4% | 0.0% |
| 30D | -10.1% | -8.4% | -1.7% | -7.7% |
| 3M | -15.7% | +4.3% | -20.0% | -17.4% |
| 6M | +36.3% | -11.1% | +47.4% | +40.9% |
| YTD | +43.8% | -4.7% | +48.5% | +44.6% |
| 1Y | +63.9% | -19.8% | +83.7% | +75.6% |
| 3Y | +104.4% | +4.1% | +100.2% | +93.3% |
| All | +113.3% | +10.1% | +103.2% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling