+4.7%
HWM vs CP
+32.8%
-28.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.8% | +2.8% | -4.6% | -2.4% |
| 30D | -2.7% | +11.0% | -13.7% | -5.5% |
| 3M | -22.7% | +3.8% | -26.6% | -23.4% |
| 6M | -18.9% | +9.5% | -28.4% | -21.8% |
| YTD | +7.1% | +28.2% | -21.1% | -1.3% |
| 1Y | +4.7% | +33.0% | -28.3% | -4.6% |
| All | +4.7% | +32.8% | -28.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling