+1,484.3%
HWM vs CSGP
+71.3%
+1,412.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.5% |
| 7D | -2.4% | +13.9% | -16.3% | -6.1% |
| 30D | -13.3% | +16.0% | -29.3% | -17.9% |
| 3M | -31.0% | +6.1% | -37.1% | -33.4% |
| 6M | -17.1% | -8.2% | -9.0% | -17.3% |
| YTD | -1.9% | -52.3% | +50.5% | +19.8% |
| 1Y | -2.4% | -54.5% | +52.1% | +20.9% |
| 3Y | +322.2% | -58.6% | +380.8% | +424.2% |
| 5Y | +509.8% | -61.5% | +571.3% | +655.1% |
| All | +1,484.3% | +71.3% | +1,412.9% | +955.2% |
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