+536.9%
HWM vs CI
+49.9%
+487.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.1% | +2.9% |
| 7D | +3.3% | -1.6% | +4.9% | +3.5% |
| 30D | -7.6% | +5.4% | -13.0% | -8.7% |
| 3M | -28.9% | +7.3% | -36.2% | -30.0% |
| 6M | -19.7% | +5.3% | -25.0% | -20.8% |
| YTD | +0.5% | +8.5% | -7.9% | -1.6% |
| 1Y | +0.3% | +17.1% | -16.9% | -3.3% |
| 3Y | +325.8% | +1.4% | +324.4% | +310.8% |
| All | +536.9% | +49.9% | +487.1% | +383.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling