+357.0%
HWM vs CART
+41.0%
+316.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.6% | -5.8% | -4.4% |
| 7D | +9.4% | +1.4% | +8.0% | +9.3% |
| 30D | -7.0% | +29.7% | -36.6% | -9.2% |
| 3M | -25.9% | +29.7% | -55.6% | -27.7% |
| 6M | -10.8% | +36.8% | -47.6% | -13.7% |
| YTD | +4.3% | +31.7% | -27.3% | +1.2% |
| 1Y | +4.4% | +62.4% | -58.0% | -2.0% |
| 3Y | +348.8% | +120.1% | +228.7% | +312.8% |
| All | +357.0% | +41.0% | +316.0% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling