+7.5%
HWM vs CRS
-6.4%
+13.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.3% | +1.1% |
| 7D | +5.0% | +4.4% | +0.6% | +2.8% |
| 30D | +1.5% | -19.1% | +20.7% | +10.3% |
| 3M | -20.3% | -43.2% | +22.9% | +1.4% |
| 6M | -18.0% | -28.9% | +10.9% | -6.9% |
| YTD | +9.5% | -3.0% | +12.5% | +8.2% |
| 1Y | +7.5% | -5.3% | +12.8% | +7.1% |
| All | +7.5% | -6.4% | +13.8% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling