+1,773.8%
HWM vs CAG
-39.3%
+1,813.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -2.1% | -3.8% | +1.7% | -1.6% |
| 30D | -11.0% | +3.1% | -14.1% | -11.5% |
| 3M | +4.0% | +23.5% | -19.4% | +0.1% |
| 6M | -0.2% | -14.8% | +14.6% | +2.1% |
| YTD | +26.7% | -5.4% | +32.1% | +27.0% |
| 1Y | +44.7% | -11.8% | +56.5% | +46.6% |
| 3Y | +426.1% | -36.7% | +462.7% | +459.3% |
| 5Y | +738.5% | -40.3% | +778.8% | +800.3% |
| All | +1,773.8% | -39.3% | +1,813.1% | +1,847.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling