+1,497.0%
HWM vs CRS
+970.8%
+526.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.6% | +0.3% |
| 7D | +7.3% | +4.8% | +2.5% | +4.7% |
| 30D | +1.6% | -23.2% | +24.8% | +14.4% |
| 3M | -21.9% | -45.5% | +23.6% | +3.9% |
| 6M | -19.0% | -33.1% | +14.1% | -3.5% |
| YTD | +7.9% | -7.2% | +15.1% | +8.3% |
| 1Y | +9.9% | -10.0% | +20.0% | +11.8% |
| 3Y | +342.1% | +332.3% | +9.8% | +93.7% |
| 5Y | +600.8% | +801.9% | -201.1% | +92.5% |
| 10Y | +1,493.8% | +820.9% | +672.9% | +255.9% |
| All | +1,497.0% | +970.8% | +526.3% | +240.0% |
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