+1,579.2%
HWM vs CRL
+400.8%
+1,178.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +3.6% |
| 7D | +1.6% | +4.4% | -2.8% | +0.3% |
| 30D | -3.9% | +17.1% | -21.0% | -8.9% |
| 3M | -23.2% | +32.1% | -55.3% | -30.2% |
| 6M | -20.0% | +98.9% | -118.9% | -36.9% |
| YTD | +5.7% | +77.1% | -71.4% | -14.7% |
| 1Y | +4.9% | +110.3% | -105.4% | -20.3% |
| 3Y | +347.0% | +108.5% | +238.5% | +213.8% |
| 5Y | +563.0% | -7.9% | +570.9% | +536.2% |
| 10Y | +1,579.2% | +368.9% | +1,210.2% | +596.0% |
| All | +1,579.2% | +400.8% | +1,178.3% | +596.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling