+4,042.8%
CSCO vs HIG
+1,002.1%
+3,040.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.7% |
| 30D | -10.1% | -3.2% | -6.9% | -9.6% |
| 3M | -15.7% | +9.1% | -24.8% | -17.4% |
| 6M | +36.3% | -1.8% | +38.1% | +36.3% |
| YTD | +43.8% | +1.8% | +42.1% | +42.7% |
| 1Y | +63.9% | +4.6% | +59.4% | +61.5% |
| 3Y | +104.4% | +101.6% | +2.7% | +75.3% |
| 5Y | +111.4% | +124.5% | -13.1% | +76.9% |
| 10Y | +361.7% | +317.8% | +43.9% | +230.2% |
| All | +4,042.8% | +1,002.1% | +3,040.7% | +1,692.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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