+1,443.5%
HWM vs CF
+502.6%
+940.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | +0.1% | -2.8% |
| 7D | +9.4% | -6.9% | +16.3% | +11.8% |
| 30D | -7.0% | -3.7% | -3.2% | -6.2% |
| 3M | -25.9% | -5.0% | -20.9% | -25.5% |
| 6M | -10.8% | -10.5% | -0.4% | -9.7% |
| YTD | +4.3% | +46.5% | -42.2% | -16.2% |
| 1Y | +4.4% | +34.8% | -30.4% | -13.5% |
| 3Y | +348.8% | +46.7% | +302.1% | +242.7% |
| 5Y | +598.5% | +112.0% | +486.5% | +295.2% |
| 10Y | +1,551.7% | +529.7% | +1,022.0% | +435.3% |
| All | +1,443.5% | +502.6% | +940.9% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling