+1,352.0%
HWM vs CP
+257.0%
+1,095.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.7% | -5.2% | -5.5% |
| 7D | -2.4% | +6.1% | -8.5% | -6.2% |
| 30D | -13.3% | +9.8% | -23.0% | -18.7% |
| 3M | -31.0% | +2.7% | -33.8% | -32.7% |
| 6M | -17.1% | +12.8% | -29.9% | -24.5% |
| YTD | -1.9% | +28.2% | -30.0% | -18.4% |
| 1Y | -2.4% | +34.1% | -36.6% | -21.4% |
| 3Y | +322.2% | +28.9% | +293.3% | +233.2% |
| 5Y | +509.8% | +27.1% | +482.8% | +373.0% |
| 10Y | +1,453.8% | +264.8% | +1,189.0% | +493.8% |
| All | +1,352.0% | +257.0% | +1,095.0% | +454.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling