+1,579.2%
HWM vs CPB
-39.9%
+1,619.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.2% | +5.1% |
| 7D | +1.6% | +3.3% | -1.7% | +1.5% |
| 30D | -3.9% | +19.0% | -22.9% | -4.6% |
| 3M | -23.2% | +0.4% | -23.7% | -23.2% |
| 6M | -20.0% | +13.0% | -33.0% | -20.6% |
| YTD | +5.7% | -12.7% | +18.4% | +6.5% |
| 1Y | +4.9% | -20.9% | +25.7% | +6.4% |
| 3Y | +347.0% | -35.4% | +382.4% | +356.0% |
| 5Y | +563.0% | -32.3% | +595.3% | +571.5% |
| 10Y | +1,579.2% | -40.5% | +1,619.7% | +1,616.1% |
| All | +1,579.2% | -39.9% | +1,619.1% | +1,616.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling