+1,773.8%
HWM vs CMS
+118.8%
+1,655.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -11.0% | -3.6% | -7.4% | -9.7% |
| 3M | +4.0% | -1.9% | +6.0% | +4.5% |
| 6M | -0.2% | -11.0% | +10.7% | +4.1% |
| YTD | +26.7% | +0.2% | +26.5% | +25.9% |
| 1Y | +44.7% | -1.3% | +46.0% | +44.4% |
| 3Y | +426.1% | +35.9% | +390.2% | +347.4% |
| 5Y | +738.5% | +23.1% | +715.4% | +636.2% |
| All | +1,773.8% | +118.8% | +1,655.0% | +1,434.4% |
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 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