+88.1%
CSCO vs HDB
-24.7%
+112.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.3% |
| 7D | -10.2% | +13.3% | -23.5% | -12.4% |
| 30D | -20.1% | +13.6% | -33.6% | -22.2% |
| 3M | -22.4% | +5.8% | -28.1% | -23.4% |
| 6M | +2.8% | -1.9% | +4.7% | +2.6% |
| YTD | +23.6% | -31.2% | +54.8% | +32.4% |
| 1Y | +34.0% | -29.6% | +63.6% | +42.8% |
| 3Y | +89.3% | -10.1% | +99.4% | +88.6% |
| All | +88.1% | -24.7% | +112.8% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling