+306.4%
CSCO vs HST
+142.8%
+163.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -10.2% | -2.7% | -7.5% | -9.4% |
| 30D | -20.1% | +10.7% | -30.8% | -22.3% |
| 3M | -22.1% | +6.3% | -28.3% | -23.4% |
| 6M | +3.2% | +19.0% | -15.8% | -2.1% |
| YTD | +24.1% | +47.0% | -22.9% | +10.7% |
| 1Y | +34.6% | +53.4% | -18.9% | +18.3% |
| 3Y | +90.0% | +78.0% | +12.0% | +57.9% |
| 5Y | +88.6% | +71.7% | +16.9% | +54.3% |
| All | +306.4% | +142.8% | +163.6% | +196.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling