+1,516.8%
HWM vs CTAS
+832.5%
+684.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.7% |
| 7D | +5.0% | -0.8% | +5.7% | +5.5% |
| 30D | +1.5% | +10.7% | -9.2% | -5.6% |
| 3M | -20.3% | +11.0% | -31.3% | -26.3% |
| 6M | -18.0% | +38.7% | -56.8% | -36.3% |
| YTD | +9.5% | +21.8% | -12.3% | -7.1% |
| 1Y | +7.5% | +23.6% | -16.1% | -9.9% |
| 3Y | +355.7% | +74.9% | +280.7% | +186.4% |
| 5Y | +610.2% | +119.5% | +490.7% | +267.7% |
| 10Y | +1,516.8% | +820.2% | +696.5% | +192.5% |
| All | +1,516.8% | +832.5% | +684.3% | +192.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling