+106.4%
CSCO vs HST
+68.9%
+37.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.7% | -1.0% | +0.4% | -0.4% |
| 30D | -10.1% | -12.3% | +2.1% | -6.6% |
| 3M | -15.7% | -6.4% | -9.3% | -14.3% |
| 6M | +36.3% | +15.0% | +21.3% | +29.4% |
| YTD | +43.8% | +30.5% | +13.3% | +31.2% |
| 1Y | +63.9% | +35.7% | +28.3% | +47.2% |
| All | +106.4% | +68.9% | +37.5% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling