+536.9%
HWM vs CMS
+32.6%
+504.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.6% | +3.0% |
| 7D | +3.3% | -1.3% | +4.6% | +3.6% |
| 30D | -7.6% | +6.3% | -13.9% | -9.3% |
| 3M | -28.9% | -2.1% | -26.9% | -28.6% |
| 6M | -19.7% | -5.1% | -14.6% | -18.8% |
| YTD | +0.5% | +1.3% | -0.7% | -0.4% |
| 1Y | +0.3% | -1.4% | +1.6% | +0.1% |
| 3Y | +325.8% | +36.9% | +288.9% | +273.4% |
| All | +536.9% | +32.6% | +504.4% | +445.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling