+372.8%
HWM vs CART
+40.2%
+332.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +7.3% | +1.3% | +6.0% | +7.2% |
| 30D | +1.6% | +19.2% | -17.6% | 0.0% |
| 3M | -21.9% | +17.6% | -39.4% | -23.0% |
| 6M | -19.0% | +47.4% | -66.4% | -22.2% |
| YTD | +7.9% | +30.9% | -22.9% | +4.8% |
| 1Y | +9.9% | +46.0% | -36.0% | +4.9% |
| 3Y | +342.1% | +130.3% | +211.8% | +305.9% |
| All | +372.8% | +40.2% | +332.7% | +336.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling