+1,516.2%
HWM vs CAG
-38.9%
+1,555.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.8% | +6.6% | -8.4% | -2.8% |
| 30D | -2.7% | +13.9% | -16.6% | -4.9% |
| 3M | -22.7% | +4.0% | -26.8% | -23.5% |
| 6M | -18.9% | +10.0% | -28.9% | -20.8% |
| YTD | +7.1% | -6.1% | +13.2% | +7.3% |
| 1Y | +4.7% | -4.3% | +9.0% | +4.4% |
| 3Y | +345.6% | -34.6% | +380.1% | +370.3% |
| 5Y | +588.3% | -39.4% | +627.7% | +637.3% |
| 10Y | +1,516.2% | -34.2% | +1,550.3% | +1,453.5% |
| All | +1,516.2% | -38.9% | +1,555.0% | +1,453.5% |
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