+3.3%
HWM vs CAG
-5.3%
+8.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.7% | +5.1% |
| 7D | +1.6% | +4.6% | -3.0% | +2.2% |
| 30D | -3.9% | +14.7% | -18.6% | -2.8% |
| 3M | -23.2% | +2.4% | -25.6% | -22.7% |
| 6M | -20.0% | +10.7% | -30.7% | -19.0% |
| YTD | +5.7% | -5.5% | +11.2% | +6.7% |
| All | +3.3% | -5.3% | +8.6% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling