+1,474.6%
HWM vs CF
+479.1%
+995.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | +7.3% | +4.8% | +2.5% | +5.6% |
| 30D | +1.6% | +4.7% | -3.1% | -0.5% |
| 3M | -21.9% | +7.4% | -29.3% | -24.7% |
| 6M | -19.0% | +0.6% | -19.6% | -20.9% |
| YTD | +7.9% | +64.1% | -56.2% | -16.8% |
| 1Y | +9.9% | +51.4% | -41.5% | -12.5% |
| 3Y | +342.1% | +67.8% | +274.3% | +221.2% |
| 5Y | +600.8% | +114.1% | +486.7% | +302.5% |
| All | +1,474.6% | +479.1% | +995.5% | +420.4% |
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