+1,524.1%
HWM vs CNH
+116.5%
+1,407.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +1.2% |
| 7D | +3.4% | -1.7% | +5.1% | +4.3% |
| 30D | -7.5% | -7.2% | -0.3% | -4.7% |
| 3M | -28.9% | +6.5% | -35.4% | -32.5% |
| 6M | -19.6% | +7.9% | -27.5% | -25.4% |
| YTD | +0.6% | +26.6% | -26.0% | -15.0% |
| 1Y | +0.3% | +13.8% | -13.4% | -10.9% |
| 3Y | +326.1% | +9.2% | +316.9% | +260.2% |
| 5Y | +525.2% | -15.6% | +540.8% | +486.7% |
| All | +1,524.1% | +116.5% | +1,407.6% | +775.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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