+3.3%
HWM vs CTAS
+22.8%
-19.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +1.6% | -0.7% | +2.3% | +1.7% |
| 30D | -3.9% | +10.3% | -14.2% | -4.5% |
| 3M | -23.2% | +10.2% | -33.4% | -23.6% |
| 6M | -20.0% | +34.4% | -54.3% | -23.9% |
| YTD | +5.7% | +19.6% | -13.9% | +2.3% |
| All | +3.3% | +22.8% | -19.5% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling