+577.9%
HWM vs CMI
+114.0%
+463.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +7.3% | +0.5% | +6.8% | +7.0% |
| 30D | +1.6% | -14.0% | +15.6% | +10.0% |
| 3M | -21.9% | -28.1% | +6.3% | -7.2% |
| 6M | -19.0% | -35.8% | +16.8% | +1.2% |
| YTD | +7.9% | -10.5% | +18.4% | +10.5% |
| 1Y | +9.9% | -1.9% | +11.8% | +6.6% |
| 3Y | +342.1% | +121.0% | +221.1% | +152.6% |
| All | +577.9% | +114.0% | +463.9% | +290.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling