+44.7%
HWM vs CG
-24.3%
+69.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.1% |
| 7D | -2.1% | -4.3% | +2.2% | -1.2% |
| 30D | -11.0% | -5.1% | -5.9% | -10.1% |
| 3M | +4.0% | +8.7% | -4.6% | +1.8% |
| 6M | -0.2% | -9.2% | +9.0% | +0.7% |
| YTD | +26.7% | -18.9% | +45.5% | +30.3% |
| 1Y | +44.7% | -25.6% | +70.4% | +51.8% |
| All | +44.7% | -24.3% | +69.0% | +51.8% |
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