-18.0%
HWM vs CRL
+93.6%
-111.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | +5.0% | +5.0% | -0.1% | +4.3% |
| 30D | +1.5% | +13.5% | -12.0% | +0.7% |
| 3M | -20.3% | +21.5% | -41.8% | -21.2% |
| 6M | -18.0% | +103.4% | -121.5% | -21.8% |
| All | -18.0% | +93.6% | -111.7% | -21.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling