+281.7%
CORZ vs HWM
+289.5%
-7.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +2.3% |
| 7D | -7.8% | -1.8% | -6.0% | -6.2% |
| 30D | -14.8% | -2.7% | -12.1% | -13.1% |
| 3M | -32.5% | -22.7% | -9.7% | -20.3% |
| 6M | -42.7% | -18.9% | -23.8% | -34.7% |
| YTD | -9.8% | +7.1% | -16.9% | -17.7% |
| 1Y | -31.9% | +4.7% | -36.6% | -36.6% |
| All | +281.7% | +289.5% | -7.8% | +136.2% |
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 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