+4.4%
HWM vs CNI
+37.5%
-33.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.8% |
| 7D | +9.4% | +3.7% | +5.7% | +8.3% |
| 30D | -7.0% | +8.1% | -15.1% | -9.0% |
| 3M | -25.9% | +1.9% | -27.7% | -26.2% |
| 6M | -10.8% | +19.2% | -30.0% | -17.1% |
| YTD | +4.3% | +32.7% | -28.4% | -6.1% |
| 1Y | +4.4% | +37.0% | -32.6% | -6.3% |
| All | +4.4% | +37.5% | -33.2% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling