+342.1%
HWM vs CNC
-1.0%
+343.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.0% |
| 7D | +7.3% | +2.2% | +5.1% | +7.3% |
| 30D | +1.6% | +1.6% | 0.0% | +1.6% |
| 3M | -21.9% | +7.9% | -29.8% | -21.9% |
| 6M | -19.0% | +21.2% | -40.2% | -19.2% |
| YTD | +7.9% | +73.2% | -65.3% | +6.9% |
| 1Y | +9.9% | +97.5% | -87.5% | +8.7% |
| 3Y | +342.1% | -1.2% | +343.3% | +353.5% |
| All | +342.1% | -1.0% | +343.1% | +353.5% |
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