+655.5%
HWM vs CRS
+1,394.1%
-738.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.5% | -7.2% | -9.2% |
| 7D | -9.2% | -3.1% | -6.1% | -7.9% |
| 30D | -17.9% | -19.6% | +1.7% | -10.0% |
| 3M | -6.0% | -8.1% | +2.0% | -3.1% |
| 6M | -7.4% | +18.6% | -25.9% | -14.6% |
| YTD | +13.1% | +45.9% | -32.8% | -4.8% |
| 1Y | +29.3% | +82.5% | -53.2% | -2.3% |
| 3Y | +389.9% | +648.9% | -259.0% | +107.4% |
| 5Y | +655.5% | +1,438.1% | -782.6% | +119.3% |
| All | +655.5% | +1,394.1% | -738.6% | +119.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling