+1,773.8%
HWM vs CNI
+134.5%
+1,639.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.6% |
| 7D | -2.1% | -2.1% | 0.0% | -0.7% |
| 30D | -11.0% | -3.3% | -7.7% | -9.0% |
| 3M | +4.0% | +3.8% | +0.2% | +0.4% |
| 6M | -0.2% | +12.7% | -12.9% | -9.8% |
| YTD | +26.7% | +26.3% | +0.4% | +4.7% |
| 1Y | +44.7% | +29.9% | +14.8% | +16.4% |
| 3Y | +426.1% | +15.9% | +410.1% | +344.8% |
| 5Y | +738.5% | +6.9% | +731.6% | +640.5% |
| All | +1,773.8% | +134.5% | +1,639.3% | +781.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling