+1,516.8%
HWM vs CRS
+882.2%
+634.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.3% | +1.0% |
| 7D | +5.0% | +4.4% | +0.6% | +2.7% |
| 30D | +1.5% | -19.1% | +20.7% | +11.5% |
| 3M | -20.3% | -43.2% | +22.9% | +4.0% |
| 6M | -18.0% | -28.9% | +10.9% | -5.1% |
| YTD | +9.5% | -3.0% | +12.5% | +7.5% |
| 1Y | +7.5% | -5.3% | +12.8% | +6.5% |
| 3Y | +355.7% | +363.5% | -7.9% | +92.4% |
| 5Y | +610.2% | +858.2% | -248.0% | +88.5% |
| 10Y | +1,516.8% | +862.9% | +653.8% | +248.9% |
| All | +1,516.8% | +882.2% | +634.5% | +248.9% |
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