+368.4%
CSCO vs HRB
+209.3%
+159.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.5% |
| 7D | 0.0% | -10.6% | +10.6% | +2.0% |
| 30D | -10.7% | -0.8% | -9.9% | -10.9% |
| 3M | -8.7% | +19.1% | -27.8% | -12.4% |
| 6M | +44.9% | +48.7% | -3.8% | +31.7% |
| YTD | +44.1% | +7.1% | +37.0% | +39.8% |
| 1Y | +65.9% | -8.3% | +74.2% | +65.8% |
| 3Y | +109.0% | +25.8% | +83.2% | +91.7% |
| 5Y | +114.8% | +111.1% | +3.7% | +72.3% |
| All | +368.4% | +209.3% | +159.1% | +238.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling