+1,516.2%
HWM vs CFG
+230.2%
+1,286.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -1.8% | +0.7% | -2.5% | -2.1% |
| 30D | -2.7% | +2.8% | -5.5% | -4.2% |
| 3M | -22.7% | -10.1% | -12.6% | -18.1% |
| 6M | -18.9% | +3.2% | -22.1% | -21.0% |
| YTD | +7.1% | +14.2% | -7.1% | -2.1% |
| 1Y | +4.7% | +27.4% | -22.7% | -10.3% |
| 3Y | +345.6% | +187.6% | +158.0% | +126.0% |
| 5Y | +588.3% | +65.7% | +522.6% | +366.6% |
| 10Y | +1,516.2% | +219.7% | +1,296.5% | +662.7% |
| All | +1,516.2% | +230.2% | +1,286.0% | +662.7% |
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