+45.9%
CSCO vs HDB
-32.8%
+78.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -4.9% | -0.3% |
| 7D | -6.1% | +12.9% | -19.0% | -7.9% |
| 30D | -8.2% | +10.0% | -18.2% | -9.7% |
| 3M | -14.6% | +1.8% | -16.4% | -14.8% |
| 6M | +12.7% | -2.1% | +14.8% | +12.1% |
| YTD | +37.0% | -33.4% | +70.4% | +44.6% |
| 1Y | +45.9% | -32.9% | +78.8% | +53.6% |
| All | +45.9% | -32.8% | +78.8% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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