+342.9%
CSCO vs HWM
+1,278.2%
-935.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +2.1% |
| 7D | -2.8% | +5.0% | -7.7% | -3.8% |
| 30D | -12.6% | +1.5% | -14.2% | -13.2% |
| 3M | -16.0% | -20.3% | +4.3% | -11.8% |
| 6M | +2.8% | -18.0% | +20.9% | +6.8% |
| YTD | +33.2% | +9.5% | +23.7% | +27.4% |
| 1Y | +43.1% | +7.5% | +35.6% | +37.4% |
| 3Y | +106.7% | +355.7% | -249.0% | +32.9% |
| 5Y | +103.6% | +610.2% | -506.6% | +14.8% |
| 10Y | +330.5% | +1,516.8% | -1,186.3% | +89.6% |
| All | +342.9% | +1,278.2% | -935.3% | +95.0% |
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 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