+1,516.2%
HWM vs CNH
+107.8%
+1,408.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +3.4% |
| 7D | -1.8% | +4.5% | -6.3% | -4.0% |
| 30D | -2.7% | +7.6% | -10.3% | -6.8% |
| 3M | -22.7% | +17.0% | -39.7% | -30.1% |
| 6M | -18.9% | +12.9% | -31.9% | -26.5% |
| YTD | +7.1% | +34.3% | -27.2% | -12.3% |
| 1Y | +4.7% | +28.5% | -23.9% | -12.7% |
| 3Y | +345.6% | +31.9% | +313.7% | +239.9% |
| 5Y | +588.3% | -9.6% | +597.9% | +522.3% |
| 10Y | +1,516.2% | +106.3% | +1,409.9% | +800.4% |
| All | +1,516.2% | +107.8% | +1,408.3% | +800.4% |
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