-42.9%
CORZ vs HWM
+0.1%
-42.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.4% | +0.9% | +1.8% |
| 7D | -11.2% | +3.3% | -14.6% | -12.1% |
| 30D | -26.2% | -7.6% | -18.6% | -22.2% |
| 3M | -44.1% | -28.9% | -15.2% | -31.2% |
| 6M | -52.3% | -19.7% | -32.6% | -46.4% |
| YTD | -19.2% | +0.5% | -19.8% | -34.1% |
| 1Y | -42.9% | +0.3% | -43.1% | -54.4% |
| All | -42.9% | +0.1% | -42.9% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling