+1,387.4%
HWM vs COR
+539.4%
+848.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.2% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | -7.6% | +5.1% | -12.7% | -9.4% |
| 3M | -28.9% | +2.8% | -31.8% | -29.8% |
| 6M | -19.7% | +32.5% | -52.2% | -28.7% |
| YTD | +0.5% | -0.7% | +1.2% | -1.3% |
| 1Y | +0.3% | -6.7% | +7.0% | +1.1% |
| 3Y | +325.8% | +73.7% | +252.1% | +215.6% |
| 5Y | +524.7% | +177.9% | +346.9% | +266.8% |
| 10Y | +1,491.8% | +533.8% | +958.0% | +622.0% |
| All | +1,387.4% | +539.4% | +848.1% | +575.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling