+536.9%
HWM vs CP
+24.4%
+512.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.2% |
| 7D | +3.3% | +2.8% | +0.5% | +2.0% |
| 30D | -7.6% | +10.2% | -17.8% | -11.9% |
| 3M | -28.9% | +2.4% | -31.3% | -30.0% |
| 6M | -19.7% | +7.7% | -27.3% | -23.2% |
| YTD | +0.5% | +26.0% | -25.5% | -11.1% |
| 1Y | +0.3% | +34.6% | -34.4% | -14.3% |
| 3Y | +325.8% | +26.7% | +299.2% | +260.2% |
| All | +536.9% | +24.4% | +512.6% | +432.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling