+655.5%
HWM vs CP
+34.0%
+621.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.2% | -10.5% |
| 7D | -9.2% | +2.4% | -11.6% | -10.1% |
| 30D | -17.9% | -0.5% | -17.3% | -17.7% |
| 3M | -6.0% | +1.4% | -7.5% | -7.1% |
| 6M | -7.4% | +10.3% | -17.7% | -12.1% |
| YTD | +13.1% | +24.3% | -11.2% | +1.1% |
| 1Y | +29.3% | +20.4% | +8.9% | +17.0% |
| 3Y | +389.9% | +21.8% | +368.1% | +325.7% |
| 5Y | +655.5% | +31.5% | +624.0% | +511.0% |
| All | +655.5% | +34.0% | +621.5% | +511.0% |
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