+1,387.4%
HWM vs CFG
+248.1%
+1,139.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.4% | +3.0% |
| 7D | +3.3% | -0.9% | +4.2% | +3.8% |
| 30D | -7.6% | +1.1% | -8.7% | -8.3% |
| 3M | -28.9% | -12.0% | -16.9% | -23.8% |
| 6M | -19.7% | -2.2% | -17.4% | -19.3% |
| YTD | +0.5% | +11.4% | -10.9% | -6.8% |
| 1Y | +0.3% | +27.8% | -27.6% | -14.3% |
| 3Y | +325.8% | +173.3% | +152.5% | +122.5% |
| 5Y | +524.7% | +62.4% | +462.3% | +328.1% |
| 10Y | +1,491.8% | +249.6% | +1,242.2% | +554.8% |
| All | +1,387.4% | +248.1% | +1,139.3% | +515.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling