+114.8%
CSCO vs HL
+246.5%
-131.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | +0.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -10.7% | +18.8% | -29.5% | -12.0% |
| 3M | -8.7% | +43.7% | -52.5% | -11.5% |
| 6M | +44.9% | -1.0% | +46.0% | +43.8% |
| YTD | +44.1% | +8.7% | +35.4% | +41.3% |
| 1Y | +65.9% | +105.0% | -39.1% | +54.1% |
| 3Y | +109.0% | +427.3% | -318.3% | +76.2% |
| 5Y | +114.8% | +249.3% | -134.5% | +80.0% |
| All | +114.8% | +246.5% | -131.7% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling