+1,579.2%
HWM vs CFG
+248.3%
+1,330.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.1% | +3.4% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | -3.9% | +3.2% | -7.2% | -5.7% |
| 3M | -23.2% | -9.7% | -13.5% | -18.8% |
| 6M | -20.0% | +3.6% | -23.6% | -22.2% |
| YTD | +5.7% | +14.7% | -9.0% | -3.6% |
| 1Y | +4.9% | +29.6% | -24.7% | -11.1% |
| 3Y | +347.0% | +190.6% | +156.4% | +125.1% |
| 5Y | +563.0% | +67.1% | +495.9% | +346.9% |
| 10Y | +1,579.2% | +237.0% | +1,342.1% | +617.2% |
| All | +1,579.2% | +248.3% | +1,330.9% | +617.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling