+1,559.5%
HWM vs CNC
+111.9%
+1,447.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.8% | +0.4% |
| 7D | -11.4% | -0.9% | -10.5% | -11.2% |
| 30D | -18.5% | -1.0% | -17.5% | -18.3% |
| 3M | -13.2% | +4.5% | -17.7% | -14.2% |
| 6M | -8.7% | +85.2% | -93.9% | -21.0% |
| YTD | +12.2% | +61.4% | -49.2% | -0.9% |
| 1Y | +24.9% | +94.9% | -70.0% | +4.7% |
| 3Y | +383.9% | 0.0% | +383.9% | +351.9% |
| 5Y | +646.1% | +11.2% | +634.9% | +556.0% |
| All | +1,559.5% | +111.9% | +1,447.6% | +1,182.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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