+311.0%
CSCO vs HWM
+1,166.3%
-855.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.5% | -2.6% |
| 7D | -10.2% | +3.4% | -13.6% | -11.0% |
| 30D | -20.1% | -7.5% | -12.5% | -18.7% |
| 3M | -22.4% | -28.9% | +6.5% | -16.2% |
| 6M | +2.8% | -19.6% | +22.4% | +7.1% |
| YTD | +23.6% | +0.6% | +23.0% | +20.6% |
| 1Y | +34.0% | +0.3% | +33.7% | +30.8% |
| 3Y | +89.3% | +326.1% | -236.9% | +23.6% |
| 5Y | +87.9% | +525.2% | -437.3% | +9.3% |
| 10Y | +314.9% | +1,492.9% | -1,178.0% | +85.8% |
| All | +311.0% | +1,166.3% | -855.3% | +84.7% |
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