+389.9%
HWM vs CNC
-2.0%
+391.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.7% | -7.0% | -10.6% |
| 7D | -9.2% | -1.0% | -8.2% | -9.1% |
| 30D | -17.9% | -1.8% | -16.1% | -17.8% |
| 3M | -6.0% | -0.7% | -5.4% | -6.0% |
| 6M | -7.4% | +47.9% | -55.3% | -8.1% |
| YTD | +13.1% | +56.9% | -43.8% | +12.1% |
| 1Y | +29.3% | +123.9% | -94.6% | +27.3% |
| 3Y | +389.9% | -1.3% | +391.2% | +401.3% |
| All | +389.9% | -2.0% | +391.9% | +401.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling