+329.9%
HWM vs CART
+37.6%
+292.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.4% | -3.5% | -5.7% |
| 7D | -2.4% | +1.2% | -3.6% | -2.5% |
| 30D | -13.3% | +27.1% | -40.4% | -15.1% |
| 3M | -31.0% | +27.4% | -58.5% | -32.6% |
| 6M | -17.1% | +32.1% | -49.3% | -19.5% |
| YTD | -1.9% | +28.5% | -30.3% | -4.6% |
| 1Y | -2.4% | +58.8% | -61.2% | -8.2% |
| 3Y | +322.2% | +114.8% | +207.4% | +289.2% |
| All | +329.9% | +37.6% | +292.3% | +297.2% |
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 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