+536.9%
HWM vs CNH
-14.7%
+551.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.3% | +1.5% |
| 7D | +3.3% | -1.7% | +5.0% | +4.0% |
| 30D | -7.6% | -7.2% | -0.4% | -5.6% |
| 3M | -28.9% | +6.5% | -35.5% | -31.3% |
| 6M | -19.7% | +7.9% | -27.5% | -23.4% |
| YTD | +0.5% | +26.6% | -26.1% | -10.2% |
| 1Y | +0.3% | +13.8% | -13.5% | -7.1% |
| 3Y | +325.8% | +9.2% | +316.6% | +280.9% |
| All | +536.9% | -14.7% | +551.6% | +512.2% |
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