+1,490.9%
HWM vs CI
+145.6%
+1,345.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +11.1% | -1.7% | +12.9% | +11.8% |
| 30D | +3.0% | +4.9% | -1.9% | +0.7% |
| 3M | -20.7% | +7.4% | -28.1% | -23.2% |
| 6M | -17.2% | +0.4% | -17.6% | -18.1% |
| YTD | +9.1% | +9.5% | -0.4% | +3.6% |
| 1Y | +9.0% | +12.0% | -2.9% | +2.5% |
| 3Y | +353.8% | +7.1% | +346.8% | +305.7% |
| 5Y | +608.0% | +49.3% | +558.7% | +414.7% |
| All | +1,490.9% | +145.6% | +1,345.3% | +778.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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