+1,352.0%
HWM vs CMS
+125.9%
+1,226.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.4% | -5.5% | -5.8% |
| 7D | -2.4% | +1.7% | -4.1% | -3.1% |
| 30D | -13.3% | +8.6% | -21.9% | -16.2% |
| 3M | -31.0% | -0.5% | -30.6% | -31.0% |
| 6M | -17.1% | -4.2% | -13.0% | -16.2% |
| YTD | -1.9% | +3.4% | -5.3% | -3.9% |
| 1Y | -2.4% | +0.4% | -2.9% | -3.3% |
| 3Y | +322.2% | +38.2% | +284.0% | +256.6% |
| 5Y | +509.8% | +35.4% | +474.4% | +411.9% |
| 10Y | +1,453.8% | +131.7% | +1,322.1% | +1,155.3% |
| All | +1,352.0% | +125.9% | +1,226.1% | +1,071.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling