+4.4%
HWM vs CG
-14.1%
+18.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.5% | -8.8% | -5.3% |
| 7D | +9.4% | +9.4% | 0.0% | +7.2% |
| 30D | -7.0% | +8.7% | -15.7% | -8.6% |
| 3M | -25.9% | -15.0% | -10.9% | -22.9% |
| 6M | -10.8% | -13.2% | +2.4% | -8.3% |
| YTD | +4.3% | -26.2% | +30.5% | +9.8% |
| 1Y | +4.4% | -14.1% | +18.5% | +5.5% |
| All | +4.4% | -14.1% | +18.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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