+1,481.0%
HWM vs CRL
+362.2%
+1,118.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.0% |
| 7D | -1.8% | -1.7% | 0.0% | -1.3% |
| 30D | -2.7% | +14.6% | -17.3% | -7.1% |
| 3M | -22.7% | +24.8% | -47.6% | -28.5% |
| 6M | -18.9% | +94.7% | -113.6% | -35.7% |
| YTD | +7.1% | +73.4% | -66.3% | -13.0% |
| 1Y | +4.7% | +104.7% | -100.0% | -19.8% |
| 3Y | +345.6% | +101.1% | +244.5% | +216.7% |
| 5Y | +588.3% | -10.8% | +599.1% | +568.6% |
| All | +1,481.0% | +362.2% | +1,118.9% | +553.2% |
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