+36.4%
HWM vs CAI
-8.1%
+44.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.0% | -9.7% | -10.6% |
| 7D | -9.2% | +0.2% | -9.3% | -9.2% |
| 30D | -17.9% | +9.1% | -27.0% | -18.3% |
| 3M | -6.0% | +53.8% | -59.8% | -9.4% |
| 6M | -7.4% | +33.5% | -40.9% | -10.0% |
| YTD | +13.1% | -8.0% | +21.1% | +11.1% |
| 1Y | +29.3% | -28.7% | +58.0% | +27.8% |
| All | +36.4% | -8.1% | +44.5% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling