+537.4%
HWM vs CAG
-39.4%
+576.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +2.6% |
| 7D | +3.4% | +5.8% | -2.4% | +3.2% |
| 30D | -7.5% | +16.4% | -23.9% | -8.2% |
| 3M | -28.9% | +3.8% | -32.7% | -29.0% |
| 6M | -19.6% | +10.8% | -30.4% | -20.2% |
| YTD | +0.6% | -5.8% | +6.4% | +1.2% |
| 1Y | +0.3% | -2.4% | +2.7% | +0.5% |
| 3Y | +326.1% | -33.4% | +359.6% | +335.4% |
| All | +537.4% | -39.4% | +576.8% | +555.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling