+246.7%
CB vs HWM
+1,554.5%
-1,307.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -1.9% | -0.2% |
| 7D | -1.0% | +5.0% | -6.0% | -2.3% |
| 30D | +7.3% | +1.5% | +5.8% | +6.4% |
| 3M | +7.0% | -20.3% | +27.3% | +12.5% |
| 6M | +16.3% | -18.0% | +34.4% | +20.9% |
| YTD | +19.7% | +9.5% | +10.2% | +14.2% |
| 1Y | +27.8% | +7.5% | +20.3% | +22.3% |
| 3Y | +72.0% | +355.7% | -283.6% | +4.0% |
| 5Y | +104.9% | +610.2% | -505.3% | +6.6% |
| 10Y | +246.7% | +1,516.8% | -1,270.0% | +45.8% |
| All | +246.7% | +1,554.5% | -1,307.7% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling