+1,520.0%
HWM vs CAG
-41.2%
+1,561.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.6% | +2.6% |
| 7D | +5.0% | -1.8% | +6.7% | +5.2% |
| 30D | +1.5% | +9.7% | -8.1% | -0.2% |
| 3M | -20.3% | +0.5% | -20.8% | -20.7% |
| 6M | -18.0% | +8.9% | -27.0% | -19.7% |
| YTD | +9.5% | -8.4% | +17.9% | +10.1% |
| 1Y | +7.5% | -8.3% | +15.8% | +8.0% |
| 3Y | +355.7% | -36.1% | +391.8% | +381.2% |
| 5Y | +610.2% | -40.1% | +650.3% | +659.0% |
| 10Y | +1,516.8% | -36.9% | +1,553.6% | +1,612.2% |
| All | +1,520.0% | -41.2% | +1,561.2% | +1,587.5% |
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 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