+113.3%
CSCO vs HWM
+743.6%
-630.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -0.7% | -2.1% | +1.4% | -0.3% |
| 30D | -10.1% | -11.0% | +0.9% | -7.8% |
| 3M | -15.7% | +4.0% | -19.7% | -16.8% |
| 6M | +36.3% | -0.2% | +36.5% | +35.1% |
| YTD | +43.8% | +26.7% | +17.2% | +33.0% |
| 1Y | +63.9% | +44.7% | +19.2% | +45.5% |
| 3Y | +104.4% | +426.1% | -321.7% | +21.5% |
| All | +113.3% | +743.6% | -630.3% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling