+1,516.2%
HWM vs CI
+147.8%
+1,368.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +0.3% |
| 7D | -1.8% | +2.6% | -4.4% | -2.8% |
| 30D | -2.7% | +7.3% | -10.0% | -5.7% |
| 3M | -22.7% | +9.5% | -32.2% | -25.7% |
| 6M | -18.9% | +6.4% | -25.4% | -21.7% |
| YTD | +7.1% | +12.0% | -4.9% | +0.8% |
| 1Y | +4.7% | +20.1% | -15.4% | -4.3% |
| 3Y | +345.6% | +9.6% | +336.0% | +294.9% |
| 5Y | +588.3% | +52.7% | +535.6% | +396.2% |
| 10Y | +1,516.2% | +150.3% | +1,365.9% | +791.6% |
| All | +1,516.2% | +147.8% | +1,368.3% | +791.6% |
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