+113.3%
CSCO vs HUT
+71.6%
+41.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.2% | -5.6% | +0.1% |
| 7D | -0.7% | +17.8% | -18.4% | -1.8% |
| 30D | -10.1% | +0.8% | -11.0% | -10.3% |
| 3M | -15.7% | -26.8% | +11.1% | -14.6% |
| 6M | +36.3% | +72.6% | -36.3% | +29.4% |
| YTD | +43.8% | +103.6% | -59.8% | +34.4% |
| 1Y | +63.9% | +265.3% | -201.3% | +45.4% |
| 3Y | +104.4% | +689.4% | -585.1% | +62.3% |
| All | +113.3% | +71.6% | +41.6% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 5y: compounded portfolio wealth divided by compounded HUT 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…
5y analysis · Full analysis span regression · 6 months rolling