+347.0%
HWM vs CP
+30.2%
+316.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.0% | +4.5% |
| 7D | +1.6% | +2.8% | -1.2% | +0.8% |
| 30D | -3.9% | +11.3% | -15.3% | -7.1% |
| 3M | -23.2% | +2.9% | -26.1% | -24.0% |
| 6M | -20.0% | +9.8% | -29.7% | -22.7% |
| YTD | +5.7% | +28.5% | -22.8% | -3.0% |
| 1Y | +4.9% | +33.5% | -28.6% | -4.9% |
| 3Y | +347.0% | +31.9% | +315.1% | +311.2% |
| All | +347.0% | +30.2% | +316.8% | +311.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling