+346.7%
HWM vs CNP
+63.0%
+283.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +11.1% | +2.5% | +8.7% | +10.7% |
| 30D | +3.0% | +4.0% | -1.1% | +2.4% |
| 3M | -20.7% | +1.6% | -22.4% | -20.9% |
| 6M | -17.2% | -1.7% | -15.5% | -17.0% |
| YTD | +9.1% | +8.6% | +0.4% | +7.1% |
| 1Y | +9.0% | +5.8% | +3.2% | +7.6% |
| All | +346.7% | +63.0% | +283.7% | +303.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling