+25.9%
CSCO vs HL
-15.4%
+41.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.9% | -4.4% | -6.1% |
| 7D | +1.9% | -11.1% | +13.0% | +2.9% |
| 30D | -15.8% | -12.1% | -3.8% | -15.0% |
| 3M | -15.4% | -26.1% | +10.7% | -13.6% |
| 6M | -5.4% | -37.7% | +32.3% | -3.2% |
| YTD | +26.5% | -31.7% | +58.2% | +28.2% |
| 1Y | +25.9% | -11.6% | +37.5% | +26.1% |
| All | +25.9% | -15.4% | +41.3% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling