+441.1%
HWM vs CF
+73.9%
+367.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | -0.5% |
| 7D | -2.1% | +6.0% | -8.1% | -2.0% |
| 30D | -11.0% | +14.8% | -25.8% | -10.8% |
| 3M | +4.0% | +14.1% | -10.0% | +4.2% |
| 6M | -0.2% | +28.5% | -28.8% | -2.5% |
| YTD | +26.7% | +74.9% | -48.3% | +18.4% |
| 1Y | +44.7% | +61.7% | -17.0% | +36.6% |
| All | +441.1% | +73.9% | +367.2% | +395.0% |
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