+1,388.5%
HWM vs CG
+288.4%
+1,100.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | +3.4% | -1.2% | +4.6% | +3.9% |
| 30D | -7.5% | +5.0% | -12.6% | -10.0% |
| 3M | -28.9% | -18.2% | -10.7% | -22.5% |
| 6M | -19.6% | -20.7% | +1.1% | -11.7% |
| YTD | +0.6% | -31.4% | +32.0% | +16.8% |
| 1Y | +0.3% | -22.3% | +22.6% | +9.2% |
| 3Y | +326.1% | +50.2% | +276.0% | +214.7% |
| 5Y | +525.2% | -22.1% | +547.2% | +519.4% |
| 10Y | +1,492.9% | +295.5% | +1,197.3% | +537.7% |
| All | +1,388.5% | +288.4% | +1,100.1% | +488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling