+45.9%
CSCO vs HRB
+16.9%
+29.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | +0.7% |
| 7D | -6.1% | +16.0% | -22.1% | -6.0% |
| 30D | -8.2% | +32.1% | -40.2% | -8.3% |
| 3M | -14.6% | +21.5% | -36.1% | -14.5% |
| 6M | +12.7% | +82.1% | -69.4% | +11.1% |
| YTD | +37.0% | +31.6% | +5.4% | +29.5% |
| 1Y | +45.9% | +15.9% | +30.0% | +35.6% |
| All | +45.9% | +16.9% | +29.0% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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