+1,387.4%
HWM vs CPB
-40.0%
+1,427.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | +3.3% | +8.0% | -4.7% | +3.0% |
| 30D | -7.6% | +22.4% | -30.0% | -8.3% |
| 3M | -28.9% | +2.5% | -31.5% | -29.0% |
| 6M | -19.7% | +12.2% | -31.9% | -20.3% |
| YTD | +0.5% | -12.8% | +13.3% | +1.3% |
| 1Y | +0.3% | -19.2% | +19.4% | +1.5% |
| 3Y | +325.8% | -35.6% | +361.4% | +334.6% |
| 5Y | +524.7% | -31.4% | +556.2% | +532.1% |
| 10Y | +1,491.8% | -37.9% | +1,529.7% | +1,515.4% |
| All | +1,387.4% | -40.0% | +1,427.4% | +1,406.9% |
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