+4.4%
HWM vs CART
+61.3%
-56.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.8% | -4.2% |
| 7D | +9.4% | +1.4% | +8.0% | +9.5% |
| 30D | -7.0% | +29.7% | -36.6% | -5.1% |
| 3M | -25.9% | +29.7% | -55.6% | -23.9% |
| 6M | -10.8% | +36.8% | -47.6% | -7.6% |
| YTD | +4.3% | +31.7% | -27.3% | +6.5% |
| 1Y | +4.4% | +62.4% | -58.0% | +2.8% |
| All | +4.4% | +61.3% | -56.9% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling