+345.6%
HWM vs CRS
+354.4%
-8.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.4% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | -2.7% | -22.9% | +20.2% | +7.9% |
| 3M | -22.7% | -46.8% | +24.1% | +0.4% |
| 6M | -18.9% | -30.4% | +11.5% | -6.8% |
| YTD | +7.1% | -5.4% | +12.4% | +7.1% |
| 1Y | +4.7% | -9.0% | +13.7% | +6.2% |
| 3Y | +345.6% | +352.2% | -6.6% | +173.4% |
| All | +345.6% | +354.4% | -8.8% | +173.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling