+346.7%
HWM vs CRL
+99.6%
+247.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +11.1% | +8.9% | +2.3% | +9.6% |
| 30D | +3.0% | +14.0% | -11.0% | +0.7% |
| 3M | -20.7% | +19.8% | -40.6% | -23.2% |
| 6M | -17.2% | +102.0% | -119.2% | -27.1% |
| YTD | +9.1% | +70.8% | -61.8% | -1.7% |
| 1Y | +9.0% | +98.7% | -89.7% | -4.6% |
| All | +346.7% | +99.6% | +247.1% | +287.3% |
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