+1,387.4%
HWM vs CNP
+142.9%
+1,244.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.5% |
| 7D | +3.3% | -4.2% | +7.5% | +5.8% |
| 30D | -7.6% | +5.5% | -13.1% | -10.4% |
| 3M | -28.9% | +0.6% | -29.5% | -29.4% |
| 6M | -19.7% | -2.8% | -16.8% | -19.0% |
| YTD | +0.5% | +7.9% | -7.3% | -4.7% |
| 1Y | +0.3% | +6.7% | -6.4% | -4.4% |
| 3Y | +325.8% | +61.1% | +264.7% | +212.1% |
| 5Y | +524.7% | +73.0% | +451.8% | +333.5% |
| 10Y | +1,491.8% | +141.9% | +1,349.9% | +733.9% |
| All | +1,387.4% | +142.9% | +1,244.5% | +676.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling