+322.1%
CORZ vs HWM
+292.7%
+29.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.7% |
| 7D | +23.5% | +7.3% | +16.2% | +17.9% |
| 30D | +7.5% | +1.6% | +5.9% | +6.7% |
| 3M | -26.6% | -21.9% | -4.7% | -14.0% |
| 6M | -39.5% | -19.0% | -20.5% | -30.9% |
| YTD | -0.3% | +7.9% | -8.2% | -9.4% |
| 1Y | -4.2% | +9.9% | -14.2% | -14.0% |
| All | +322.1% | +292.7% | +29.4% | +160.0% |
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 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