Stress hormones dont improve cognition, wym? Since your brain runs on glucose and it stops you from utilizing glucose it makes you plain stupid. The only stresshormones that has a short term cognitive effect but that is still anti cognitive long term is adrenalines. In my belief cortisol will increase your memory from when "dangerous" things happen. The rest of the day should be less remembered under high cortisol.
In the short term, they improve many key bodily functions (except digestion)