+741.5%
HWM vs CRL
-35.5%
+777.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -11.0% | +10.7% | -21.6% | -12.9% |
| 3M | +4.0% | +55.3% | -51.2% | -5.3% |
| 6M | -0.2% | +60.7% | -60.9% | -10.5% |
| YTD | +26.7% | +44.6% | -18.0% | +15.7% |
| 1Y | +44.7% | +77.7% | -33.0% | +25.7% |
| 3Y | +426.1% | +37.6% | +388.5% | +367.0% |
| All | +741.5% | -35.5% | +777.0% | +672.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling