+91.5%
CSCO vs HWM
+591.3%
-499.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.0% | -5.2% | -6.0% |
| 7D | +1.9% | +7.3% | -5.4% | +0.3% |
| 30D | -15.8% | +1.6% | -17.4% | -16.3% |
| 3M | -15.4% | -21.9% | +6.5% | -10.9% |
| 6M | -5.4% | -19.0% | +13.6% | -1.6% |
| YTD | +26.5% | +7.9% | +18.5% | +20.6% |
| 1Y | +25.9% | +9.9% | +15.9% | +19.3% |
| 3Y | +97.5% | +342.1% | -244.6% | +19.2% |
| All | +91.5% | +591.3% | -499.8% | -4.6% |
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