+1,773.8%
HWM vs CRS
+1,644.7%
+129.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.1% | -1.3% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -11.0% | -16.6% | +5.6% | -3.0% |
| 3M | +4.0% | -3.5% | +7.5% | +4.9% |
| 6M | -0.2% | +15.4% | -15.7% | -8.5% |
| YTD | +26.7% | +51.2% | -24.5% | +1.1% |
| 1Y | +44.7% | +98.3% | -53.6% | -0.9% |
| 3Y | +426.1% | +651.5% | -225.5% | +76.5% |
| 5Y | +738.5% | +1,411.1% | -672.6% | +80.0% |
| All | +1,773.8% | +1,644.7% | +129.1% | +217.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling