+345.6%
HWM vs CI
+11.1%
+334.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.5% | -1.2% | +1.2% |
| 7D | -1.8% | +2.6% | -4.4% | -1.9% |
| 30D | -2.7% | +7.3% | -10.0% | -3.2% |
| 3M | -22.7% | +9.5% | -32.2% | -23.2% |
| 6M | -18.9% | +6.4% | -25.4% | -19.3% |
| YTD | +7.1% | +12.0% | -4.9% | +6.2% |
| 1Y | +4.7% | +20.1% | -15.4% | +3.6% |
| 3Y | +345.6% | +9.6% | +336.0% | +340.7% |
| All | +345.6% | +11.1% | +334.5% | +340.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling