+1,773.8%
HWM vs CAH
+373.8%
+1,400.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -2.1% | +5.4% | -7.5% | -4.3% |
| 30D | -11.0% | +3.3% | -14.3% | -12.3% |
| 3M | +4.0% | +22.8% | -18.8% | -5.2% |
| 6M | -0.2% | +11.3% | -11.5% | -5.4% |
| YTD | +26.7% | +21.1% | +5.5% | +14.8% |
| 1Y | +44.7% | +67.2% | -22.5% | +11.6% |
| 3Y | +426.1% | +195.6% | +230.5% | +203.0% |
| 5Y | +738.5% | +413.8% | +324.7% | +259.7% |
| All | +1,773.8% | +373.8% | +1,400.0% | +665.8% |
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