+345.6%
HWM vs CNH
+31.3%
+314.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.7% | +2.4% |
| 7D | -1.8% | +4.5% | -6.3% | -2.9% |
| 30D | -2.7% | +7.6% | -10.3% | -4.7% |
| 3M | -22.7% | +17.0% | -39.7% | -26.2% |
| 6M | -18.9% | +12.9% | -31.9% | -22.3% |
| YTD | +7.1% | +34.3% | -27.2% | -2.2% |
| 1Y | +4.7% | +28.5% | -23.9% | -3.5% |
| 3Y | +345.6% | +31.9% | +313.7% | +309.4% |
| All | +345.6% | +31.3% | +314.3% | +309.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling