+114.0%
CSCO vs HRB
+112.6%
+1.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.4% | +0.8% |
| 7D | -0.5% | -9.1% | +8.5% | +0.6% |
| 30D | -10.1% | +0.3% | -10.4% | -10.3% |
| 3M | -11.7% | +23.4% | -35.1% | -14.6% |
| 6M | +40.1% | +45.1% | -5.0% | +31.5% |
| YTD | +43.8% | +8.9% | +34.9% | +41.0% |
| 1Y | +66.6% | -7.9% | +74.5% | +67.9% |
| 3Y | +108.5% | +27.9% | +80.6% | +94.5% |
| 5Y | +114.0% | +108.3% | +5.6% | +89.7% |
| All | +114.0% | +112.6% | +1.3% | +89.7% |
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