+441.1%
HWM vs CG
+58.1%
+383.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.1% |
| 7D | -2.1% | -4.3% | +2.2% | -0.6% |
| 30D | -11.0% | -5.1% | -5.9% | -9.5% |
| 3M | +4.0% | +8.7% | -4.6% | +0.3% |
| 6M | -0.2% | -9.2% | +9.0% | +2.4% |
| YTD | +26.7% | -18.9% | +45.5% | +34.7% |
| 1Y | +44.7% | -25.6% | +70.4% | +58.7% |
| All | +441.1% | +58.1% | +383.0% | +327.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling