+1,516.8%
HWM vs CRL
+358.0%
+1,158.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.5% |
| 7D | +5.0% | +5.0% | -0.1% | +3.4% |
| 30D | +1.5% | +13.5% | -12.0% | -2.9% |
| 3M | -20.3% | +21.5% | -41.8% | -25.6% |
| 6M | -18.0% | +103.4% | -121.5% | -35.8% |
| YTD | +9.5% | +71.8% | -62.3% | -10.8% |
| 1Y | +7.5% | +97.5% | -90.1% | -16.7% |
| 3Y | +355.7% | +99.2% | +256.4% | +224.8% |
| 5Y | +610.2% | -12.1% | +622.3% | +594.0% |
| 10Y | +1,516.8% | +359.2% | +1,157.6% | +569.7% |
| All | +1,516.8% | +358.0% | +1,158.7% | +569.7% |
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