+383.9%
HWM vs CGNX
+49.8%
+334.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.4% | -0.2% |
| 7D | -11.4% | +3.2% | -14.6% | -12.1% |
| 30D | -18.5% | +6.0% | -24.5% | -19.7% |
| 3M | -13.2% | +3.5% | -16.7% | -14.5% |
| 6M | -8.7% | +26.3% | -35.0% | -14.2% |
| YTD | +12.2% | +79.2% | -67.1% | -3.3% |
| 1Y | +24.9% | +43.8% | -18.9% | +12.3% |
| 3Y | +383.9% | +52.0% | +332.0% | +308.4% |
| All | +383.9% | +49.8% | +334.2% | +308.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling