+1,547.2%
HWM vs CMI
+474.9%
+1,072.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.4% |
| 7D | -12.5% | +0.8% | -13.3% | -13.1% |
| 30D | -19.0% | -12.8% | -6.2% | -11.1% |
| 3M | -8.6% | -12.4% | +3.8% | -0.8% |
| 6M | -10.2% | -0.9% | -9.3% | -12.1% |
| YTD | +11.3% | +8.9% | +2.5% | +0.3% |
| 1Y | +24.3% | +37.7% | -13.4% | -6.9% |
| 3Y | +382.3% | +148.9% | +233.4% | +117.4% |
| 5Y | +640.6% | +164.4% | +476.3% | +207.8% |
| All | +1,547.2% | +474.9% | +1,072.3% | +295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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