+25.9%
CSCO vs HDB
-29.0%
+54.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.5% | -6.7% | -6.3% |
| 7D | +1.9% | +2.7% | -0.8% | +1.5% |
| 30D | -15.8% | +14.1% | -30.0% | -17.6% |
| 3M | -15.4% | +11.8% | -27.2% | -17.0% |
| 6M | -5.4% | +8.2% | -13.6% | -7.3% |
| YTD | +26.5% | -29.3% | +55.8% | +33.2% |
| 1Y | +25.9% | -28.8% | +54.7% | +31.9% |
| All | +25.9% | -29.0% | +54.9% | +31.9% |
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