+26.8%
HWM vs CRS
+86.0%
-59.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -8.0% | -0.5% | -7.5% | -7.7% |
| 30D | -18.0% | -18.1% | +0.1% | -11.7% |
| 3M | -9.5% | -12.4% | +2.9% | -5.3% |
| 6M | -8.4% | +15.9% | -24.3% | -13.9% |
| YTD | +13.6% | +45.8% | -32.2% | -0.3% |
| All | +26.8% | +86.0% | -59.2% | +4.3% |
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