+308.5%
CSCO vs HRB
+221.6%
+86.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.4% | -4.8% | -6.0% |
| 7D | +1.9% | -5.1% | +7.0% | +2.8% |
| 30D | -15.8% | +8.7% | -24.5% | -17.3% |
| 3M | -15.4% | -5.4% | -10.0% | -14.9% |
| 6M | -5.4% | +41.6% | -47.0% | -12.7% |
| YTD | +26.5% | +18.7% | +7.8% | +20.0% |
| 1Y | +25.9% | +16.4% | +9.4% | +19.8% |
| 3Y | +97.5% | +22.0% | +75.6% | +82.9% |
| 5Y | +93.0% | +141.2% | -48.2% | +50.4% |
| All | +308.5% | +221.6% | +86.9% | +189.4% |
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