+1,516.2%
HWM vs CP
+255.2%
+1,261.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | -1.8% | +2.8% | -4.6% | -3.6% |
| 30D | -2.7% | +11.0% | -13.7% | -9.5% |
| 3M | -22.7% | +3.8% | -26.6% | -25.1% |
| 6M | -18.9% | +9.5% | -28.4% | -24.7% |
| YTD | +7.1% | +28.2% | -21.1% | -11.0% |
| 1Y | +4.7% | +33.0% | -28.3% | -15.2% |
| 3Y | +345.6% | +35.5% | +310.0% | +238.8% |
| 5Y | +588.3% | +25.8% | +562.5% | +438.0% |
| 10Y | +1,516.2% | +250.7% | +1,265.4% | +512.5% |
| All | +1,516.2% | +255.2% | +1,261.0% | +512.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling