+1,559.5%
HWM vs CGNX
+151.8%
+1,407.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.7% |
| 7D | -11.4% | +3.2% | -14.6% | -12.4% |
| 30D | -18.5% | +6.0% | -24.5% | -20.3% |
| 3M | -13.2% | +3.5% | -16.7% | -15.2% |
| 6M | -8.7% | +26.3% | -35.0% | -17.0% |
| YTD | +12.2% | +79.2% | -67.1% | -11.8% |
| 1Y | +24.9% | +43.8% | -18.9% | +5.1% |
| 3Y | +383.9% | +52.0% | +332.0% | +274.2% |
| 5Y | +646.1% | -24.0% | +670.2% | +630.1% |
| All | +1,559.5% | +151.8% | +1,407.6% | +948.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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