+108.5%
CSCO vs HRB
+28.7%
+79.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.4% | +0.5% |
| 7D | -0.5% | -9.1% | +8.5% | +0.2% |
| 30D | -10.1% | +0.3% | -10.4% | -10.2% |
| 3M | -11.7% | +23.4% | -35.1% | -13.4% |
| 6M | +40.1% | +45.1% | -5.0% | +34.4% |
| YTD | +43.8% | +8.9% | +34.9% | +42.2% |
| 1Y | +66.6% | -7.9% | +74.5% | +68.6% |
| 3Y | +108.5% | +27.9% | +80.6% | +97.1% |
| All | +108.5% | +28.7% | +79.8% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling