+315.7%
HWM vs CF
+56.6%
+259.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.2% | -12.1% | -5.6% |
| 7D | -2.4% | +0.4% | -2.9% | -2.4% |
| 30D | -13.3% | +2.2% | -15.5% | -13.1% |
| 3M | -31.0% | +2.1% | -33.1% | -30.9% |
| 6M | -17.1% | -6.5% | -10.6% | -17.1% |
| YTD | -1.9% | +55.6% | -57.4% | -8.3% |
| 1Y | -2.4% | +42.3% | -44.7% | -7.7% |
| All | +315.7% | +56.6% | +259.0% | +280.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling