+509.8%
HWM vs CF
+125.5%
+384.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.2% | -12.1% | -6.4% |
| 7D | -2.4% | +0.4% | -2.9% | -2.6% |
| 30D | -13.3% | +2.2% | -15.5% | -13.5% |
| 3M | -31.0% | +2.1% | -33.1% | -31.4% |
| 6M | -17.1% | -6.5% | -10.6% | -17.1% |
| YTD | -1.9% | +55.6% | -57.4% | -11.2% |
| 1Y | -2.4% | +42.3% | -44.7% | -10.3% |
| 3Y | +322.2% | +55.7% | +266.4% | +274.0% |
| 5Y | +509.8% | +122.4% | +387.4% | +372.7% |
| All | +509.8% | +125.5% | +384.4% | +372.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling