+1,581.2%
HWM vs CRS
+1,582.7%
-1.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -8.0% | -0.5% | -7.5% | -7.6% |
| 30D | -18.0% | -18.1% | +0.1% | -9.6% |
| 3M | -9.5% | -12.4% | +2.9% | -4.1% |
| 6M | -8.4% | +15.9% | -24.3% | -16.0% |
| YTD | +13.6% | +45.8% | -32.2% | -7.5% |
| 1Y | +30.2% | +87.8% | -57.5% | -8.2% |
| 3Y | +392.2% | +648.7% | -256.5% | +65.5% |
| 5Y | +645.2% | +1,416.6% | -771.4% | +59.6% |
| All | +1,581.2% | +1,582.7% | -1.5% | +190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling