+348.5%
HWM vs CFG
+192.0%
+156.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | +5.0% | -0.8% | +5.8% | +5.4% |
| 30D | +1.5% | +3.1% | -1.6% | +0.3% |
| 3M | -20.3% | -9.7% | -10.6% | -17.0% |
| 6M | -18.0% | +6.7% | -24.7% | -20.5% |
| YTD | +9.5% | +15.2% | -5.7% | +2.3% |
| 1Y | +7.5% | +28.8% | -21.3% | -4.2% |
| All | +348.5% | +192.0% | +156.5% | +246.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling