+716.8%
CSCO vs HDB
+4,142.9%
-3,426.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.7% | -2.5% |
| 7D | -10.2% | +13.3% | -23.5% | -13.4% |
| 30D | -20.1% | +13.6% | -33.6% | -23.1% |
| 3M | -22.1% | +5.8% | -27.8% | -23.6% |
| 6M | +3.2% | -1.9% | +5.1% | +2.9% |
| YTD | +24.1% | -31.2% | +55.3% | +36.3% |
| 1Y | +34.6% | -29.6% | +64.1% | +46.7% |
| 3Y | +90.0% | -10.1% | +100.1% | +89.5% |
| 5Y | +88.6% | -24.3% | +112.9% | +94.1% |
| 10Y | +316.5% | +59.3% | +257.2% | +227.8% |
| All | +716.8% | +4,142.9% | -3,426.1% | +182.9% |
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 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