+97.5%
CSCO vs HWM
+348.7%
-251.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -6.1% |
| 7D | +1.9% | +7.3% | -5.4% | +0.8% |
| 30D | -15.8% | +1.6% | -17.4% | -16.1% |
| 3M | -15.4% | -21.9% | +6.5% | -12.5% |
| 6M | -5.4% | -19.0% | +13.6% | -2.8% |
| YTD | +26.5% | +7.9% | +18.5% | +21.8% |
| 1Y | +25.9% | +9.9% | +15.9% | +20.7% |
| 3Y | +97.5% | +342.1% | -244.6% | +52.1% |
| All | +97.5% | +348.7% | -251.2% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling