+379.9%
CSCO vs HL
+273.7%
+106.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.4% |
| 7D | +2.7% | -4.4% | +7.0% | +3.0% |
| 30D | -9.5% | +9.3% | -18.8% | -10.2% |
| 3M | -7.6% | +32.0% | -39.6% | -9.7% |
| 6M | +44.9% | -6.4% | +51.3% | +44.5% |
| YTD | +47.7% | +3.1% | +44.6% | +45.6% |
| 1Y | +69.1% | +77.6% | -8.5% | +59.5% |
| 3Y | +113.5% | +392.8% | -279.3% | +83.3% |
| 5Y | +122.8% | +234.1% | -111.3% | +92.5% |
| All | +379.9% | +273.7% | +106.3% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 10y: compounded portfolio wealth divided by compounded HL 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…
10y analysis · Full analysis span regression · 6 months rolling