+536.9%
HWM vs CFG
+61.2%
+475.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +2.9% |
| 7D | +3.3% | -0.9% | +4.2% | +3.7% |
| 30D | -7.6% | +1.1% | -8.7% | -8.1% |
| 3M | -28.9% | -12.0% | -16.9% | -24.9% |
| 6M | -19.7% | -2.2% | -17.4% | -19.3% |
| YTD | +0.5% | +11.4% | -10.9% | -5.2% |
| 1Y | +0.3% | +27.8% | -27.6% | -11.2% |
| 3Y | +325.8% | +173.3% | +152.5% | +162.1% |
| All | +536.9% | +61.2% | +475.7% | +408.5% |
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