+608.0%
HWM vs CFG
+61.9%
+546.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | +11.1% | +1.6% | +9.5% | +10.4% |
| 30D | +3.0% | +3.3% | -0.3% | +1.5% |
| 3M | -20.7% | -11.5% | -9.2% | -16.4% |
| 6M | -17.2% | +6.2% | -23.4% | -19.8% |
| YTD | +9.1% | +14.3% | -5.2% | +1.7% |
| 1Y | +9.0% | +26.7% | -17.7% | -3.0% |
| 3Y | +353.8% | +187.8% | +166.1% | +172.4% |
| 5Y | +608.0% | +61.3% | +546.7% | +476.3% |
| All | +608.0% | +61.9% | +546.2% | +476.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling