+37.0%
HWM vs CAI
-11.0%
+48.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +0.6% |
| 7D | -8.0% | -3.1% | -4.9% | -7.9% |
| 30D | -18.0% | +2.7% | -20.7% | -18.2% |
| 3M | -9.5% | +41.7% | -51.2% | -12.2% |
| 6M | -8.4% | +26.5% | -34.9% | -10.8% |
| YTD | +13.6% | -10.9% | +24.6% | +11.8% |
| 1Y | +30.2% | -29.2% | +59.5% | +28.9% |
| All | +37.0% | -11.0% | +48.0% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling