+1,573.3%
HWM vs CAG
-40.2%
+1,613.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.4% | -9.3% | -10.5% |
| 7D | -9.2% | -5.3% | -3.9% | -8.4% |
| 30D | -17.9% | +1.0% | -18.9% | -18.1% |
| 3M | -6.0% | +17.4% | -23.4% | -8.8% |
| 6M | -7.4% | -16.8% | +9.5% | -4.8% |
| YTD | +13.1% | -6.8% | +19.9% | +13.7% |
| 1Y | +29.3% | -15.4% | +44.7% | +32.0% |
| 3Y | +389.9% | -37.1% | +427.0% | +421.2% |
| 5Y | +655.5% | -41.3% | +696.8% | +713.7% |
| All | +1,573.3% | -40.2% | +1,613.5% | +1,643.3% |
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