+608.0%
HWM vs CNH
-16.3%
+624.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +1.0% |
| 7D | +11.1% | +6.4% | +4.7% | +8.6% |
| 30D | +3.0% | -1.6% | +4.6% | +3.2% |
| 3M | -20.7% | +11.6% | -32.3% | -24.6% |
| 6M | -17.2% | +12.5% | -29.7% | -22.3% |
| YTD | +9.1% | +31.1% | -22.0% | -4.0% |
| 1Y | +9.0% | +17.0% | -8.0% | +0.1% |
| 3Y | +353.8% | +28.7% | +325.1% | +277.1% |
| 5Y | +608.0% | -17.4% | +625.5% | +607.4% |
| All | +608.0% | -16.3% | +624.3% | +607.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling