+846.7%
CSCO vs HDB
+3,812.1%
-2,965.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.7% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -10.1% | -2.8% | -7.3% | -9.5% |
| 3M | -15.7% | -3.5% | -12.1% | -15.2% |
| 6M | +36.3% | -24.7% | +61.0% | +46.5% |
| YTD | +43.8% | -36.6% | +80.4% | +62.2% |
| 1Y | +63.9% | -34.4% | +98.3% | +82.9% |
| 3Y | +104.4% | -24.4% | +128.7% | +114.7% |
| 5Y | +111.4% | -35.4% | +146.7% | +128.3% |
| 10Y | +361.7% | +39.5% | +322.1% | +278.6% |
| All | +846.7% | +3,812.1% | -2,965.4% | +236.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling