+1,579.2%
HWM vs CF
+546.3%
+1,032.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +1.6% | -0.9% | +2.5% | +1.7% |
| 30D | -3.9% | +6.9% | -10.9% | -6.7% |
| 3M | -23.2% | +4.8% | -28.1% | -25.5% |
| 6M | -20.0% | +4.7% | -24.6% | -23.3% |
| YTD | +5.7% | +56.5% | -50.8% | -17.3% |
| 1Y | +4.9% | +48.4% | -43.6% | -16.3% |
| 3Y | +347.0% | +59.1% | +287.8% | +230.4% |
| 5Y | +563.0% | +109.5% | +453.5% | +280.7% |
| 10Y | +1,579.2% | +487.0% | +1,092.2% | +443.9% |
| All | +1,579.2% | +546.3% | +1,032.9% | +443.9% |
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