+1,516.2%
HWM vs CG
+308.6%
+1,207.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.0% |
| 7D | -1.8% | +2.0% | -3.7% | -2.8% |
| 30D | -2.7% | +8.5% | -11.2% | -6.7% |
| 3M | -22.7% | -12.1% | -10.6% | -18.6% |
| 6M | -18.9% | -16.4% | -2.5% | -13.0% |
| YTD | +7.1% | -28.0% | +35.0% | +21.5% |
| 1Y | +4.7% | -18.9% | +23.6% | +11.7% |
| 3Y | +345.6% | +51.2% | +294.3% | +228.8% |
| 5Y | +588.3% | -15.9% | +604.1% | +556.1% |
| 10Y | +1,516.2% | +305.9% | +1,210.2% | +558.8% |
| All | +1,516.2% | +308.6% | +1,207.6% | +558.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling