+1,516.8%
HWM vs CFG
+224.4%
+1,292.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.8% |
| 7D | +5.0% | -0.8% | +5.8% | +5.5% |
| 30D | +1.5% | +3.1% | -1.6% | -0.3% |
| 3M | -20.3% | -9.7% | -10.6% | -15.7% |
| 6M | -18.0% | +6.7% | -24.7% | -21.6% |
| YTD | +9.5% | +15.2% | -5.7% | -0.4% |
| 1Y | +7.5% | +28.8% | -21.3% | -8.5% |
| 3Y | +355.7% | +190.1% | +165.6% | +130.0% |
| 5Y | +610.2% | +63.4% | +546.8% | +386.5% |
| 10Y | +1,516.8% | +219.8% | +1,297.0% | +644.6% |
| All | +1,516.8% | +224.4% | +1,292.3% | +644.6% |
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