+378.2%
CSCO vs HWM
+1,494.1%
-1,115.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 3M | -15.7% | +4.0% | -19.7% | -16.9% |
| 6M | +36.3% | -0.2% | +36.5% | +35.0% |
| YTD | +43.8% | +26.7% | +17.2% | +33.4% |
| 1Y | +63.9% | +44.7% | +19.2% | +46.4% |
| 3Y | +104.4% | +426.1% | -321.7% | +27.3% |
| 5Y | +111.4% | +738.5% | -627.2% | +14.7% |
| All | +378.2% | +1,494.1% | -1,115.9% | +104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling