+1,516.8%
HWM vs CF
+485.9%
+1,030.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.5% | +2.0% |
| 7D | +5.0% | +10.4% | -5.4% | +1.4% |
| 30D | +1.5% | +7.6% | -6.0% | -1.5% |
| 3M | -20.3% | +5.2% | -25.5% | -22.7% |
| 6M | -18.0% | -0.1% | -17.9% | -19.9% |
| YTD | +9.5% | +61.7% | -52.2% | -15.1% |
| 1Y | +7.5% | +50.3% | -42.9% | -14.4% |
| 3Y | +355.7% | +66.0% | +289.7% | +232.1% |
| 5Y | +610.2% | +114.5% | +495.7% | +306.1% |
| 10Y | +1,516.8% | +471.5% | +1,045.2% | +435.1% |
| All | +1,516.8% | +485.9% | +1,030.9% | +435.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling