+340.4%
HWM vs CART
+38.4%
+302.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +2.4% |
| 7D | +3.3% | +3.0% | +0.3% | +3.1% |
| 30D | -7.6% | +28.6% | -36.2% | -9.7% |
| 3M | -28.9% | +29.1% | -58.0% | -30.6% |
| 6M | -19.7% | +44.7% | -64.4% | -22.7% |
| YTD | +0.5% | +29.2% | -28.7% | -2.3% |
| 1Y | +0.3% | +66.2% | -65.9% | -6.3% |
| 3Y | +325.8% | +112.8% | +213.0% | +293.0% |
| All | +340.4% | +38.4% | +302.0% | +306.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling