-10.8%
HWM vs CF
-9.1%
-1.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | -5.5% |
| 7D | +9.4% | -6.9% | +16.3% | +7.4% |
| 30D | -7.0% | -3.7% | -3.2% | -7.9% |
| 3M | -25.9% | -5.0% | -20.9% | -26.5% |
| 6M | -10.8% | -10.5% | -0.4% | -12.8% |
| All | -10.8% | -9.1% | -1.7% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling