+4.7%
HWM vs CFG
+28.5%
-23.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -1.8% | +0.7% | -2.5% | -2.0% |
| 30D | -2.7% | +2.8% | -5.5% | -3.6% |
| 3M | -22.7% | -10.1% | -12.6% | -19.7% |
| 6M | -18.9% | +3.2% | -22.1% | -20.2% |
| YTD | +7.1% | +14.2% | -7.1% | -0.5% |
| 1Y | +4.7% | +27.4% | -22.7% | -6.6% |
| All | +4.7% | +28.5% | -23.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling