+741.5%
HWM vs COR
+184.0%
+557.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | 0.0% |
| 7D | -2.1% | +2.8% | -4.9% | -2.8% |
| 30D | -11.0% | +4.5% | -15.5% | -12.1% |
| 3M | +4.0% | +22.7% | -18.6% | -1.6% |
| 6M | -0.2% | -9.7% | +9.5% | +3.2% |
| YTD | +26.7% | -1.4% | +28.1% | +26.4% |
| 1Y | +44.7% | +13.9% | +30.8% | +35.9% |
| 3Y | +426.1% | +94.0% | +332.1% | +270.3% |
| All | +741.5% | +184.0% | +557.4% | +357.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling