+1,773.8%
HWM vs CPB
-44.5%
+1,818.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.3% |
| 7D | -2.1% | -8.6% | +6.5% | -1.7% |
| 30D | -11.0% | -7.2% | -3.7% | -10.8% |
| 3M | +4.0% | +0.9% | +3.1% | +3.7% |
| 6M | -0.2% | -11.8% | +11.6% | +0.3% |
| YTD | +26.7% | -19.4% | +46.1% | +27.9% |
| 1Y | +44.7% | -30.4% | +75.1% | +47.6% |
| 3Y | +426.1% | -40.2% | +466.2% | +437.7% |
| 5Y | +738.5% | -39.5% | +778.0% | +754.3% |
| All | +1,773.8% | -44.5% | +1,818.3% | +1,803.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling