+1,516.8%
HWM vs CP
+251.7%
+1,265.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +5.0% | -0.7% | +5.6% | +5.4% |
| 30D | +1.5% | +9.6% | -8.1% | -4.8% |
| 3M | -20.3% | +2.2% | -22.6% | -22.0% |
| 6M | -18.0% | +11.1% | -29.1% | -24.6% |
| YTD | +9.5% | +28.2% | -18.7% | -9.0% |
| 1Y | +7.5% | +32.2% | -24.7% | -12.6% |
| 3Y | +355.7% | +35.5% | +320.1% | +246.3% |
| 5Y | +610.2% | +26.8% | +583.4% | +451.3% |
| 10Y | +1,516.8% | +256.9% | +1,259.8% | +498.8% |
| All | +1,516.8% | +251.7% | +1,265.0% | +498.8% |
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