+454.8%
HWM vs CART
+21.6%
+433.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.4% |
| 7D | -2.1% | +1.0% | -3.2% | -2.2% |
| 30D | -11.0% | +12.6% | -23.6% | -12.0% |
| 3M | +4.0% | +23.1% | -19.1% | +1.8% |
| 6M | -0.2% | +39.5% | -39.8% | -4.4% |
| YTD | +26.7% | +13.5% | +13.1% | +24.5% |
| 1Y | +44.7% | +14.9% | +29.8% | +41.6% |
| All | +454.8% | +21.6% | +433.2% | +418.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling