+1,516.8%
HWM vs COR
+489.9%
+1,026.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.1% |
| 7D | +5.0% | -1.2% | +6.1% | +5.5% |
| 30D | +1.5% | +7.6% | -6.1% | -1.5% |
| 3M | -20.3% | +5.0% | -25.3% | -22.0% |
| 6M | -18.0% | +35.3% | -53.3% | -28.2% |
| YTD | +9.5% | +4.2% | +5.3% | +5.3% |
| 1Y | +7.5% | -3.4% | +10.9% | +7.0% |
| 3Y | +355.7% | +81.1% | +274.5% | +227.5% |
| 5Y | +610.2% | +195.8% | +414.4% | +295.1% |
| 10Y | +1,516.8% | +493.6% | +1,023.2% | +567.3% |
| All | +1,516.8% | +489.9% | +1,026.8% | +567.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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