+577.9%
HWM vs CNC
-5.8%
+583.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | +7.3% | +2.2% | +5.1% | +7.1% |
| 30D | +1.6% | +1.6% | 0.0% | +1.3% |
| 3M | -21.9% | +7.9% | -29.8% | -22.5% |
| 6M | -19.0% | +21.2% | -40.2% | -20.6% |
| YTD | +7.9% | +73.2% | -65.3% | +1.7% |
| 1Y | +9.9% | +97.5% | -87.5% | +2.1% |
| 3Y | +342.1% | -1.2% | +343.3% | +346.8% |
| All | +577.9% | -5.8% | +583.7% | +566.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling