+45.9%
CSCO vs HST
+76.4%
-30.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -6.1% | +3.3% | -9.4% | -6.5% |
| 30D | -8.2% | +16.4% | -24.5% | -10.2% |
| 3M | -14.6% | +5.5% | -20.0% | -15.3% |
| 6M | +12.7% | +31.1% | -18.4% | +7.6% |
| YTD | +37.0% | +55.9% | -18.9% | +29.9% |
| 1Y | +45.9% | +75.6% | -29.7% | +41.0% |
| All | +45.9% | +76.4% | -30.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling