+1,523.0%
HWM vs CSGP
+63.3%
+1,459.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.7% | +7.1% | +3.7% |
| 7D | +3.3% | +1.3% | +2.0% | +2.8% |
| 30D | -7.6% | +10.7% | -18.3% | -11.5% |
| 3M | -28.9% | +3.3% | -32.2% | -30.9% |
| 6M | -19.7% | -10.3% | -9.3% | -19.4% |
| YTD | +0.5% | -54.6% | +55.1% | +24.3% |
| 1Y | +0.3% | -54.6% | +54.9% | +23.7% |
| 3Y | +325.8% | -60.3% | +386.2% | +434.4% |
| 5Y | +524.7% | -63.3% | +588.0% | +683.3% |
| All | +1,523.0% | +63.3% | +1,459.7% | +994.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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