+44.7%
HWM vs CF
+62.4%
-17.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -1.0% |
| 7D | -2.1% | +6.0% | -8.1% | -1.0% |
| 30D | -11.0% | +14.8% | -25.8% | -8.7% |
| 3M | +4.0% | +14.1% | -10.0% | +6.8% |
| 6M | -0.2% | +28.5% | -28.8% | +1.8% |
| YTD | +26.7% | +74.9% | -48.3% | +24.8% |
| 1Y | +44.7% | +61.7% | -17.0% | +44.8% |
| All | +44.7% | +62.4% | -17.7% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling