-0.2%
HWM vs CAPR
-64.4%
+64.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.5% |
| 7D | -2.1% | -2.0% | -0.1% | -2.1% |
| 30D | -11.0% | +139.2% | -150.2% | -13.6% |
| 3M | +4.0% | -66.4% | +70.4% | +9.6% |
| 6M | -0.2% | -63.1% | +62.9% | +2.0% |
| All | -0.2% | -64.4% | +64.2% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 6mo: compounded portfolio wealth divided by compounded CAPR 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…
6mo analysis · Full analysis span regression · 6 months rolling