+1,387.4%
HWM vs CI
+173.2%
+1,214.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.1% | +3.5% |
| 7D | +3.3% | -1.6% | +4.9% | +3.8% |
| 30D | -7.6% | +5.4% | -13.0% | -9.8% |
| 3M | -28.9% | +7.3% | -36.2% | -31.2% |
| 6M | -19.7% | +5.3% | -25.0% | -22.1% |
| YTD | +0.5% | +8.5% | -7.9% | -4.1% |
| 1Y | +0.3% | +17.1% | -16.9% | -7.5% |
| 3Y | +325.8% | +1.4% | +324.4% | +291.5% |
| 5Y | +524.7% | +50.5% | +474.3% | +353.6% |
| 10Y | +1,491.8% | +168.5% | +1,323.2% | +860.0% |
| All | +1,387.4% | +173.2% | +1,214.2% | +801.9% |
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