+1,520.0%
HWM vs CNH
+123.7%
+1,396.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +1.3% |
| 7D | +5.0% | +6.7% | -1.7% | +1.5% |
| 30D | +1.5% | +7.2% | -5.7% | -2.5% |
| 3M | -20.3% | +17.5% | -37.8% | -28.0% |
| 6M | -18.0% | +15.0% | -33.0% | -26.4% |
| YTD | +9.5% | +36.8% | -27.3% | -11.1% |
| 1Y | +7.5% | +27.6% | -20.2% | -9.9% |
| 3Y | +355.7% | +34.3% | +321.3% | +244.5% |
| 5Y | +610.2% | -12.2% | +622.4% | +557.1% |
| 10Y | +1,516.8% | +113.9% | +1,402.9% | +745.2% |
| All | +1,520.0% | +123.7% | +1,396.3% | +727.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling