+220,352.3%
CSCO vs HRB
+3,686.6%
+216,665.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.7% |
| 7D | -0.7% | -5.7% | +5.0% | +1.0% |
| 30D | -10.1% | +7.9% | -18.0% | -12.6% |
| 3M | -15.7% | +32.1% | -47.8% | -23.4% |
| 6M | +36.3% | +62.2% | -26.0% | +14.6% |
| YTD | +43.8% | +16.4% | +27.4% | +33.2% |
| 1Y | +63.9% | -0.3% | +64.2% | +58.3% |
| 3Y | +104.4% | +36.0% | +68.3% | +75.1% |
| 5Y | +111.4% | +125.2% | -13.9% | +49.5% |
| 10Y | +361.7% | +237.7% | +124.0% | +157.4% |
| All | +220,352.3% | +3,686.6% | +216,665.7% | +34,947.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling