+113.4%
CSCO vs HLT
+145.1%
-31.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.1% | -2.6% | +1.5% | -0.3% |
| 30D | -10.8% | -2.6% | -8.2% | -10.1% |
| 3M | -9.2% | -9.4% | +0.2% | -6.8% |
| 6M | +39.5% | +2.7% | +36.8% | +37.6% |
| YTD | +41.5% | +6.8% | +34.8% | +37.7% |
| 1Y | +61.0% | +12.4% | +48.6% | +53.6% |
| 3Y | +105.2% | +100.2% | +5.0% | +63.2% |
| 5Y | +113.4% | +143.7% | -30.3% | +52.6% |
| All | +113.4% | +145.1% | -31.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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