+3.3%
HWM vs COR
-2.4%
+5.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.7% | +1.4% | +4.8% |
| 7D | +1.6% | +2.3% | -0.7% | +1.5% |
| 30D | -3.9% | +6.8% | -10.7% | -4.1% |
| 3M | -23.2% | +8.1% | -31.3% | -23.3% |
| 6M | -20.0% | +33.0% | -53.0% | -19.9% |
| YTD | +5.7% | +3.0% | +2.7% | +7.5% |
| All | +3.3% | -2.4% | +5.7% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling