+1,581.2%
HWM vs CTAS
+737.9%
+843.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -8.0% | +1.0% | -9.0% | -8.6% |
| 30D | -18.0% | -1.1% | -16.9% | -17.5% |
| 3M | -9.5% | +11.5% | -21.0% | -17.4% |
| 6M | -8.4% | +0.2% | -8.6% | -10.2% |
| YTD | +13.6% | +7.2% | +6.5% | +5.8% |
| 1Y | +30.2% | 0.0% | +30.2% | +26.9% |
| 3Y | +392.2% | +65.9% | +326.3% | +219.5% |
| 5Y | +645.2% | +109.6% | +535.6% | +296.4% |
| All | +1,581.2% | +737.9% | +843.3% | +225.5% |
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