+306.4%
CSCO vs HWM
+1,473.3%
-1,166.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.6% |
| 7D | -10.2% | +3.4% | -13.6% | -11.0% |
| 30D | -20.1% | -7.5% | -12.5% | -18.7% |
| 3M | -22.1% | -28.9% | +6.8% | -15.9% |
| 6M | +3.2% | -19.6% | +22.8% | +7.6% |
| YTD | +24.1% | +0.6% | +23.5% | +21.1% |
| 1Y | +34.6% | +0.3% | +34.2% | +31.3% |
| 3Y | +90.0% | +326.1% | -236.2% | +23.8% |
| 5Y | +88.6% | +525.2% | -436.6% | +9.5% |
| All | +306.4% | +1,473.3% | -1,166.9% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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