+103.6%
CSCO vs HRB
+141.1%
-37.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -2.8% | -8.1% | +5.3% | -1.8% |
| 30D | -12.6% | +15.0% | -27.7% | -14.2% |
| 3M | -16.0% | +10.2% | -26.2% | -17.3% |
| 6M | +2.8% | +44.2% | -41.4% | -2.9% |
| YTD | +33.2% | +21.0% | +12.3% | +28.8% |
| 1Y | +43.1% | +12.0% | +31.1% | +40.1% |
| 3Y | +106.7% | +24.9% | +81.8% | +95.0% |
| 5Y | +103.6% | +144.6% | -41.0% | +72.5% |
| All | +103.6% | +141.1% | -37.5% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling