+319.3%
CSCO vs HWM
+1,517.9%
-1,198.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -4.7% | -1.8% | -2.9% | -4.3% |
| 30D | -17.1% | -2.7% | -14.4% | -16.8% |
| 3M | -19.6% | -22.7% | +3.1% | -14.9% |
| 6M | +2.4% | -18.9% | +21.4% | +6.7% |
| YTD | +29.8% | +7.1% | +22.7% | +24.7% |
| 1Y | +38.7% | +4.7% | +34.0% | +33.9% |
| 3Y | +101.3% | +345.6% | -244.2% | +29.7% |
| 5Y | +94.8% | +588.3% | -493.4% | +10.3% |
| All | +319.3% | +1,517.9% | -1,198.6% | +78.4% |
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