+199,826.1%
CSCO vs HD
+34,986.7%
+164,839.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +3.7% |
| 7D | -2.9% | +3.6% | -6.5% | -4.6% |
| 30D | -16.7% | +21.6% | -38.2% | -24.6% |
| 3M | -18.4% | +0.1% | -18.6% | -19.2% |
| 6M | +2.9% | +13.0% | -10.1% | -4.7% |
| YTD | +30.4% | +4.9% | +25.5% | +24.4% |
| 1Y | +41.4% | -2.1% | +43.4% | +38.9% |
| 3Y | +104.7% | +32.6% | +72.1% | +69.7% |
| 5Y | +96.9% | +8.2% | +88.7% | +76.5% |
| 10Y | +321.5% | +257.9% | +63.6% | +102.8% |
| All | +199,826.1% | +34,986.7% | +164,839.4% | +7,713.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling