+3,785.0%
CSCO vs HIG
+990.3%
+2,794.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +6.6% | -0.1% | +6.7% | +6.6% |
| 30D | -11.3% | +4.4% | -15.7% | -12.2% |
| 3M | -17.3% | 0.0% | -17.4% | -17.5% |
| 6M | +3.5% | +3.8% | -0.3% | +2.3% |
| YTD | +34.9% | +0.7% | +34.2% | +33.9% |
| 1Y | +40.5% | +5.0% | +35.4% | +38.2% |
| 3Y | +109.3% | +95.3% | +13.9% | +80.5% |
| 5Y | +105.9% | +110.8% | -4.9% | +74.3% |
| 10Y | +335.8% | +261.9% | +73.9% | +220.0% |
| All | +3,785.0% | +990.3% | +2,794.7% | +1,581.7% |
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