+345.6%
HWM vs CMS
+39.1%
+306.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -1.8% | +0.5% | -2.3% | -1.8% |
| 30D | -2.7% | +7.4% | -10.1% | -3.6% |
| 3M | -22.7% | +1.9% | -24.6% | -22.9% |
| 6M | -18.9% | -2.3% | -16.6% | -18.9% |
| YTD | +7.1% | +3.0% | +4.1% | +6.5% |
| 1Y | +4.7% | -2.8% | +7.4% | +4.8% |
| 3Y | +345.6% | +37.9% | +307.7% | +325.9% |
| All | +345.6% | +39.1% | +306.4% | +325.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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