+1,352.0%
HWM vs CI
+180.6%
+1,171.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.4% |
| 7D | -2.4% | +1.0% | -3.5% | -2.9% |
| 30D | -13.3% | +9.9% | -23.1% | -16.7% |
| 3M | -31.0% | +12.1% | -43.1% | -34.3% |
| 6M | -17.1% | +10.6% | -27.8% | -21.2% |
| YTD | -1.9% | +11.4% | -13.3% | -7.3% |
| 1Y | -2.4% | +18.8% | -21.2% | -10.4% |
| 3Y | +322.2% | +2.9% | +319.3% | +286.8% |
| 5Y | +509.8% | +54.5% | +455.3% | +338.4% |
| 10Y | +1,453.8% | +175.7% | +1,278.0% | +828.0% |
| All | +1,352.0% | +180.6% | +1,171.4% | +771.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling