+189,363.8%
CSCO vs HST
+1,772.1%
+187,591.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -1.9% | -1.9% |
| 7D | -10.2% | -2.7% | -7.5% | -9.5% |
| 30D | -20.1% | +10.7% | -30.8% | -22.3% |
| 3M | -22.4% | +6.3% | -28.6% | -23.7% |
| 6M | +2.8% | +19.0% | -16.2% | -2.4% |
| YTD | +23.6% | +47.0% | -23.4% | +10.4% |
| 1Y | +34.0% | +53.4% | -19.4% | +18.1% |
| 3Y | +89.3% | +78.0% | +11.3% | +58.0% |
| 5Y | +87.9% | +71.7% | +16.2% | +54.3% |
| 10Y | +314.9% | +146.2% | +168.7% | +187.9% |
| All | +189,363.8% | +1,772.1% | +187,591.7% | +50,502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling