+2.8%
CSCO vs HWM
-16.7%
+19.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.4% |
| 7D | -2.8% | +5.0% | -7.7% | -3.2% |
| 30D | -12.6% | +1.5% | -14.2% | -13.1% |
| 3M | -16.0% | -20.3% | +4.3% | -16.8% |
| 6M | +2.8% | -18.0% | +20.9% | 0.0% |
| All | +2.8% | -16.7% | +19.6% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling