+1,474.6%
HWM vs COR
+486.2%
+988.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -2.2% |
| 7D | +7.3% | +7.8% | -0.5% | +4.0% |
| 30D | +1.6% | +7.0% | -5.4% | -1.2% |
| 3M | -21.9% | +16.3% | -38.1% | -26.6% |
| 6M | -19.0% | +41.3% | -60.3% | -30.3% |
| YTD | +7.9% | +7.1% | +0.8% | +2.6% |
| 1Y | +9.9% | -0.8% | +10.8% | +8.2% |
| 3Y | +342.1% | +85.0% | +257.1% | +215.1% |
| 5Y | +600.8% | +203.9% | +396.9% | +285.4% |
| All | +1,474.6% | +486.2% | +988.4% | +541.4% |
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