+1,773.8%
HWM vs CF
+619.5%
+1,154.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.6% |
| 7D | -2.1% | +6.0% | -8.1% | -4.2% |
| 30D | -11.0% | +14.8% | -25.8% | -15.5% |
| 3M | +4.0% | +14.1% | -10.0% | -1.7% |
| 6M | -0.2% | +28.5% | -28.8% | -13.5% |
| YTD | +26.7% | +74.9% | -48.3% | -3.6% |
| 1Y | +44.7% | +61.7% | -17.0% | +13.0% |
| 3Y | +426.1% | +80.3% | +345.8% | +273.7% |
| 5Y | +738.5% | +226.0% | +512.5% | +288.0% |
| All | +1,773.8% | +619.5% | +1,154.3% | +486.5% |
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