+1,524.1%
HWM vs CSGP
+63.3%
+1,460.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.7% | +7.2% | +3.8% |
| 7D | +3.4% | +1.3% | +2.1% | +2.9% |
| 30D | -7.5% | +10.7% | -18.2% | -11.4% |
| 3M | -28.9% | +3.3% | -32.2% | -30.9% |
| 6M | -19.6% | -10.3% | -9.3% | -19.3% |
| YTD | +0.6% | -54.6% | +55.2% | +24.3% |
| 1Y | +0.3% | -54.6% | +55.0% | +23.8% |
| 3Y | +326.1% | -60.3% | +386.5% | +434.8% |
| 5Y | +525.2% | -63.3% | +588.5% | +683.8% |
| All | +1,524.1% | +63.3% | +1,460.8% | +995.3% |
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