+220,352.4%
CSCO vs HL
+41.6%
+220,310.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | -0.7% | +1.5% | -2.1% | -0.8% |
| 30D | -10.1% | +25.1% | -35.2% | -11.1% |
| 3M | -15.7% | +22.9% | -38.6% | -16.7% |
| 6M | +36.3% | -4.9% | +41.2% | +35.9% |
| YTD | +43.8% | +7.8% | +36.0% | +42.3% |
| 1Y | +63.9% | +133.9% | -69.9% | +55.9% |
| 3Y | +104.4% | +380.9% | -276.5% | +85.8% |
| 5Y | +111.4% | +230.2% | -118.9% | +93.0% |
| 10Y | +361.7% | +265.6% | +96.1% | +302.2% |
| All | +220,352.4% | +41.6% | +220,310.8% | +213,095.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling