+1,523.0%
HWM vs CP
+253.8%
+1,269.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.5% |
| 7D | +3.3% | +2.8% | +0.5% | +1.4% |
| 30D | -7.6% | +10.2% | -17.8% | -13.7% |
| 3M | -28.9% | +2.4% | -31.3% | -30.5% |
| 6M | -19.7% | +7.7% | -27.3% | -24.6% |
| YTD | +0.5% | +26.0% | -25.5% | -15.5% |
| 1Y | +0.3% | +34.6% | -34.4% | -19.6% |
| 3Y | +325.8% | +26.7% | +299.2% | +239.4% |
| 5Y | +524.7% | +24.9% | +499.8% | +389.3% |
| All | +1,523.0% | +253.8% | +1,269.2% | +513.7% |
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