+536.9%
HWM vs CF
+120.6%
+416.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.8% | +2.4% |
| 7D | +3.3% | -3.2% | +6.5% | +3.5% |
| 30D | -7.6% | +4.3% | -11.9% | -8.1% |
| 3M | -28.9% | +2.8% | -31.7% | -29.3% |
| 6M | -19.7% | +0.6% | -20.3% | -20.2% |
| YTD | +0.5% | +56.6% | -56.1% | -9.3% |
| 1Y | +0.3% | +49.6% | -49.4% | -8.8% |
| 3Y | +325.8% | +61.5% | +264.4% | +273.9% |
| All | +536.9% | +120.6% | +416.4% | +396.0% |
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 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