+1,474.6%
HWM vs CFG
+216.2%
+1,258.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.4% |
| 7D | +7.3% | +3.2% | +4.1% | +5.4% |
| 30D | +1.6% | +5.1% | -3.6% | -1.3% |
| 3M | -21.9% | -11.2% | -10.6% | -16.5% |
| 6M | -19.0% | +9.6% | -28.6% | -23.7% |
| YTD | +7.9% | +15.0% | -7.0% | -1.7% |
| 1Y | +9.9% | +29.9% | -19.9% | -6.9% |
| 3Y | +342.1% | +192.1% | +150.0% | +122.2% |
| 5Y | +600.8% | +62.3% | +538.5% | +381.9% |
| All | +1,474.6% | +216.2% | +1,258.4% | +622.4% |
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