+1,579.2%
HWM vs CAG
-38.3%
+1,617.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.7% | +5.0% |
| 7D | +1.6% | +4.6% | -3.0% | +0.9% |
| 30D | -3.9% | +14.7% | -18.6% | -6.1% |
| 3M | -23.2% | +2.4% | -25.6% | -23.7% |
| 6M | -20.0% | +10.7% | -30.7% | -21.8% |
| YTD | +5.7% | -5.5% | +11.2% | +5.8% |
| 1Y | +4.9% | -4.6% | +9.4% | +4.7% |
| 3Y | +347.0% | -34.4% | +381.4% | +370.9% |
| 5Y | +563.0% | -39.2% | +602.2% | +608.2% |
| 10Y | +1,579.2% | -39.0% | +1,618.1% | +1,644.8% |
| All | +1,579.2% | -38.3% | +1,617.5% | +1,644.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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