+29.3%
HWM vs COR
+11.7%
+17.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.9% | -8.8% | -10.7% |
| 7D | -9.2% | -1.9% | -7.3% | -9.2% |
| 30D | -17.9% | +1.5% | -19.4% | -17.8% |
| 3M | -6.0% | +18.7% | -24.7% | -5.7% |
| 6M | -7.4% | -9.0% | +1.7% | -4.7% |
| YTD | +13.1% | -3.3% | +16.4% | +15.6% |
| 1Y | +29.3% | +9.8% | +19.5% | +33.6% |
| All | +29.3% | +11.7% | +17.6% | +33.6% |
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