+442.4%
HWM vs CRL
+42.4%
+399.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -11.0% | +10.7% | -21.6% | -12.6% |
| 3M | +4.0% | +55.3% | -51.2% | -3.9% |
| 6M | -0.2% | +60.7% | -60.9% | -9.0% |
| YTD | +26.7% | +44.6% | -18.0% | +17.4% |
| 1Y | +44.7% | +77.7% | -33.0% | +28.3% |
| All | +442.4% | +42.4% | +399.9% | +384.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling