+1,773.8%
HWM vs CSGP
+64.4%
+1,709.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.2% |
| 7D | -2.1% | -4.1% | +2.0% | -0.9% |
| 30D | -11.0% | +2.3% | -13.3% | -12.0% |
| 3M | +4.0% | -8.2% | +12.2% | +5.4% |
| 6M | -0.2% | -35.1% | +34.8% | +12.4% |
| YTD | +26.7% | -54.0% | +80.7% | +58.2% |
| 1Y | +44.7% | -65.3% | +110.0% | +99.8% |
| 3Y | +426.1% | -62.6% | +488.7% | +584.5% |
| 5Y | +738.5% | -64.8% | +803.3% | +981.7% |
| All | +1,773.8% | +64.4% | +1,709.4% | +1,143.6% |
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 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