+1,490.9%
HWM vs CRS
+814.8%
+676.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +11.1% | +7.4% | +3.7% | +7.2% |
| 30D | +3.0% | -21.2% | +24.2% | +14.5% |
| 3M | -20.7% | -43.3% | +22.6% | +3.5% |
| 6M | -17.2% | -29.4% | +12.2% | -3.8% |
| YTD | +9.1% | -4.7% | +13.7% | +8.0% |
| 1Y | +9.0% | -9.6% | +18.6% | +10.6% |
| 3Y | +353.8% | +355.5% | -1.6% | +93.3% |
| 5Y | +608.0% | +826.6% | -218.5% | +91.2% |
| All | +1,490.9% | +814.8% | +676.1% | +248.2% |
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