+1,520.0%
HWM vs CAH
+433.0%
+1,087.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.0% | +2.2% |
| 7D | +5.0% | +5.9% | -1.0% | +2.3% |
| 30D | +1.5% | +16.5% | -15.0% | -5.3% |
| 3M | -20.3% | +15.7% | -36.1% | -25.4% |
| 6M | -18.0% | +52.7% | -70.7% | -32.4% |
| YTD | +9.5% | +36.3% | -26.8% | -5.9% |
| 1Y | +7.5% | +36.7% | -29.3% | -7.8% |
| 3Y | +355.7% | +178.2% | +177.5% | +172.6% |
| 5Y | +610.2% | +515.8% | +94.4% | +180.4% |
| 10Y | +1,516.8% | +411.8% | +1,104.9% | +532.0% |
| All | +1,520.0% | +433.0% | +1,087.0% | +527.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling