+390.3%
HWM vs CMI
+149.3%
+241.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | -8.0% | +0.7% | -8.7% | -8.4% |
| 30D | -18.0% | -12.3% | -5.7% | -13.2% |
| 3M | -9.5% | -16.8% | +7.3% | -2.4% |
| 6M | -8.4% | +1.5% | -9.9% | -10.5% |
| YTD | +13.6% | +9.8% | +3.8% | +6.2% |
| 1Y | +30.2% | +42.6% | -12.3% | +7.4% |
| All | +390.3% | +149.3% | +241.0% | +239.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling