+1,579.2%
HWM vs CP
+261.0%
+1,318.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.0% | +3.8% |
| 7D | +1.6% | +2.8% | -1.2% | -0.3% |
| 30D | -3.9% | +11.3% | -15.3% | -10.8% |
| 3M | -23.2% | +2.9% | -26.1% | -25.1% |
| 6M | -20.0% | +9.8% | -29.7% | -25.8% |
| YTD | +5.7% | +28.5% | -22.8% | -12.3% |
| 1Y | +4.9% | +33.5% | -28.6% | -15.3% |
| 3Y | +347.0% | +31.9% | +315.1% | +246.5% |
| 5Y | +563.0% | +25.5% | +537.5% | +419.2% |
| 10Y | +1,579.2% | +257.6% | +1,321.6% | +524.1% |
| All | +1,579.2% | +261.0% | +1,318.2% | +524.1% |
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