+1,523.0%
HWM vs CMS
+125.4%
+1,397.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.6% | +3.3% |
| 7D | +3.3% | -1.3% | +4.6% | +3.8% |
| 30D | -7.6% | +6.3% | -13.9% | -10.1% |
| 3M | -28.9% | -2.1% | -26.9% | -28.5% |
| 6M | -19.7% | -5.1% | -14.6% | -18.5% |
| YTD | +0.5% | +1.3% | -0.7% | -0.8% |
| 1Y | +0.3% | -1.4% | +1.6% | 0.0% |
| 3Y | +325.8% | +36.9% | +288.9% | +260.4% |
| 5Y | +524.7% | +32.5% | +492.2% | +428.4% |
| All | +1,523.0% | +125.4% | +1,397.5% | +1,211.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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