+1,474.6%
HWM vs CNH
+106.0%
+1,368.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +7.3% | +3.0% | +4.3% | +5.4% |
| 30D | +1.6% | -0.6% | +2.2% | +1.3% |
| 3M | -21.9% | +14.6% | -36.5% | -28.6% |
| 6M | -19.0% | +11.8% | -30.8% | -26.4% |
| YTD | +7.9% | +30.4% | -22.5% | -10.4% |
| 1Y | +9.9% | +19.1% | -9.1% | -4.5% |
| 3Y | +342.1% | +30.2% | +312.0% | +238.6% |
| 5Y | +600.8% | -17.8% | +618.6% | +571.1% |
| All | +1,474.6% | +106.0% | +1,368.6% | +772.1% |
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