+441.1%
HWM vs CP
+17.1%
+424.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -2.1% | -2.7% | +0.6% | -1.3% |
| 30D | -11.0% | +0.2% | -11.2% | -11.1% |
| 3M | +4.0% | +2.6% | +1.5% | +2.8% |
| 6M | -0.2% | +6.0% | -6.2% | -2.8% |
| YTD | +26.7% | +24.9% | +1.7% | +16.8% |
| 1Y | +44.7% | +20.1% | +24.6% | +35.1% |
| All | +441.1% | +17.1% | +424.0% | +388.9% |
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