+9.9%
HWM vs COR
-0.3%
+10.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.2% |
| 7D | +7.3% | +7.6% | -0.3% | +6.8% |
| 30D | +1.6% | +6.8% | -5.2% | +1.2% |
| 3M | -21.9% | +16.0% | -37.9% | -22.1% |
| 6M | -19.0% | +41.0% | -60.1% | -19.2% |
| YTD | +7.9% | +6.9% | +1.0% | +9.5% |
| 1Y | +9.9% | -1.0% | +10.9% | +14.4% |
| All | +9.9% | -0.3% | +10.2% | +14.4% |
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 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