+325.8%
HWM vs CRL
+86.4%
+239.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.8% | -5.4% | +1.2% |
| 7D | +3.3% | -6.1% | +9.4% | +4.2% |
| 30D | -7.6% | +12.4% | -20.0% | -9.4% |
| 3M | -28.9% | +27.1% | -56.0% | -31.8% |
| 6M | -19.7% | +85.7% | -105.4% | -28.1% |
| YTD | +0.5% | +69.2% | -68.7% | -9.2% |
| 1Y | +0.3% | +97.5% | -97.3% | -12.1% |
| 3Y | +325.8% | +86.1% | +239.7% | +284.7% |
| All | +325.8% | +86.4% | +239.4% | +284.7% |
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 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