+441.1%
HWM vs CSGP
-61.9%
+503.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.3% |
| 7D | -2.1% | -4.1% | +2.0% | -1.8% |
| 30D | -11.0% | +2.3% | -13.3% | -11.3% |
| 3M | +4.0% | -8.2% | +12.2% | +4.9% |
| 6M | -0.2% | -35.1% | +34.8% | +5.9% |
| YTD | +26.7% | -54.0% | +80.7% | +43.6% |
| 1Y | +44.7% | -65.3% | +110.0% | +77.0% |
| All | +441.1% | -61.9% | +503.0% | +532.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling