+7.5%
HWM vs CAH
+36.6%
-29.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.2% |
| 7D | +5.0% | +5.9% | -1.0% | +3.6% |
| 30D | +1.5% | +16.5% | -15.0% | -2.1% |
| 3M | -20.3% | +15.7% | -36.1% | -22.9% |
| 6M | -18.0% | +52.7% | -70.7% | -23.7% |
| YTD | +9.5% | +36.3% | -26.8% | +3.0% |
| 1Y | +7.5% | +36.7% | -29.3% | +0.3% |
| All | +7.5% | +36.6% | -29.2% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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