+366.8%
CSCO vs HST
+97.7%
+269.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -0.5% | +2.0% | -2.5% | -1.1% |
| 30D | -10.1% | -5.2% | -4.9% | -8.8% |
| 3M | -11.7% | -6.2% | -5.5% | -10.3% |
| 6M | +40.1% | +20.4% | +19.7% | +32.3% |
| YTD | +43.8% | +30.6% | +13.2% | +32.6% |
| 1Y | +66.6% | +37.4% | +29.3% | +50.9% |
| 3Y | +108.5% | +66.1% | +42.4% | +76.5% |
| 5Y | +114.0% | +73.7% | +40.2% | +74.4% |
| 10Y | +366.8% | +99.8% | +267.0% | +258.1% |
| All | +366.8% | +97.7% | +269.1% | +258.1% |
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