+31.5%
HWM vs CAI
-11.3%
+42.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | +11.1% | -8.0% | +19.1% | +11.6% |
| 30D | +3.0% | -18.9% | +21.8% | +4.3% |
| 3M | -20.7% | +7.6% | -28.4% | -21.1% |
| 6M | -17.2% | +43.0% | -60.2% | -19.9% |
| YTD | +9.1% | -11.2% | +20.3% | +7.4% |
| 1Y | +9.0% | -3.3% | +12.3% | +7.1% |
| All | +31.5% | -11.3% | +42.8% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling