+1,559.5%
HWM vs CNI
+133.6%
+1,425.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -11.4% | -0.4% | -11.1% | -11.2% |
| 30D | -18.5% | -2.7% | -15.8% | -17.0% |
| 3M | -13.2% | +3.9% | -17.1% | -16.3% |
| 6M | -8.7% | +16.4% | -25.0% | -19.4% |
| YTD | +12.2% | +25.8% | -13.6% | -7.0% |
| 1Y | +24.9% | +32.4% | -7.5% | -1.0% |
| 3Y | +383.9% | +19.1% | +364.8% | +299.7% |
| 5Y | +646.1% | +13.6% | +632.6% | +523.2% |
| All | +1,559.5% | +133.6% | +1,425.8% | +682.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling