+681.7%
CSCO vs HLT
+637.7%
+44.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | +0.7% |
| 7D | -0.5% | -2.4% | +1.9% | +0.3% |
| 30D | -10.1% | -4.1% | -6.0% | -8.9% |
| 3M | -11.7% | -10.6% | -1.2% | -8.7% |
| 6M | +40.1% | +2.0% | +38.1% | +38.3% |
| YTD | +43.8% | +6.1% | +37.6% | +39.9% |
| 1Y | +66.6% | +9.8% | +56.8% | +59.7% |
| 3Y | +108.5% | +99.0% | +9.5% | +62.6% |
| 5Y | +114.0% | +151.5% | -37.5% | +50.0% |
| 10Y | +366.8% | +561.1% | -194.3% | +128.2% |
| All | +681.7% | +637.7% | +44.1% | +279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling