+39.4%
CSCO vs HST
+51.4%
-12.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +4.4% |
| 7D | -2.9% | -1.1% | -1.8% | -2.5% |
| 30D | -16.7% | +11.6% | -28.3% | -18.1% |
| 3M | -18.4% | +9.5% | -28.0% | -19.6% |
| 6M | +2.9% | +18.9% | -16.0% | -0.7% |
| YTD | +30.4% | +51.0% | -20.5% | +21.5% |
| All | +39.4% | +51.4% | -12.0% | +30.0% |
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