+645.2%
HWM vs CNI
+10.3%
+634.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -8.0% | +0.9% | -8.9% | -8.4% |
| 30D | -18.0% | -2.1% | -15.9% | -17.2% |
| 3M | -9.5% | +1.8% | -11.3% | -10.8% |
| 6M | -8.4% | +14.8% | -23.2% | -15.5% |
| YTD | +13.6% | +25.4% | -11.8% | -0.1% |
| 1Y | +30.2% | +32.9% | -2.7% | +10.5% |
| 3Y | +392.2% | +20.2% | +372.0% | +326.6% |
| 5Y | +645.2% | +12.2% | +633.0% | +577.6% |
| All | +645.2% | +10.3% | +634.9% | +577.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling