+1,573.3%
HWM vs CRL
+269.7%
+1,303.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.7% | -8.0% | -9.9% |
| 7D | -9.2% | -0.6% | -8.6% | -8.9% |
| 30D | -17.9% | +5.0% | -22.8% | -19.2% |
| 3M | -6.0% | +50.6% | -56.6% | -18.2% |
| 6M | -7.4% | +60.9% | -68.3% | -22.1% |
| YTD | +13.1% | +40.7% | -27.6% | -1.3% |
| 1Y | +29.3% | +73.3% | -44.0% | +4.1% |
| 3Y | +389.9% | +40.6% | +349.4% | +296.4% |
| 5Y | +655.5% | -37.0% | +692.5% | +737.3% |
| All | +1,573.3% | +269.7% | +1,303.6% | +612.5% |
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