+206,635.5%
CSCO vs HRB
+3,815.5%
+202,820.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +6.6% | -7.8% | +14.4% | +9.0% |
| 30D | -11.3% | +15.7% | -27.1% | -15.5% |
| 3M | -17.3% | -5.5% | -11.8% | -16.7% |
| 6M | +3.5% | +41.1% | -37.6% | -8.6% |
| YTD | +34.9% | +20.4% | +14.5% | +22.8% |
| 1Y | +40.5% | +15.2% | +25.2% | +29.4% |
| 3Y | +109.3% | +24.3% | +84.9% | +83.7% |
| 5Y | +105.9% | +144.7% | -38.8% | +41.4% |
| 10Y | +335.8% | +227.8% | +108.0% | +144.6% |
| All | +206,635.5% | +3,815.5% | +202,820.0% | +32,224.7% |
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