+1,443.5%
HWM vs CSGP
+73.3%
+1,370.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.0% | -8.3% | -5.4% |
| 7D | +9.4% | +18.3% | -8.9% | +4.3% |
| 30D | -7.0% | +17.8% | -24.8% | -12.3% |
| 3M | -25.9% | +9.3% | -35.1% | -29.0% |
| 6M | -10.8% | -7.9% | -2.9% | -11.0% |
| YTD | +4.3% | -51.5% | +55.9% | +26.8% |
| 1Y | +4.4% | -53.3% | +57.7% | +28.3% |
| 3Y | +348.8% | -57.9% | +406.7% | +454.7% |
| 5Y | +598.5% | -61.3% | +659.8% | +764.9% |
| 10Y | +1,551.7% | +77.5% | +1,474.2% | +963.5% |
| All | +1,443.5% | +73.3% | +1,370.2% | +896.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling