+325.8%
HWM vs CTAS
+75.4%
+250.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.1% |
| 7D | +3.3% | +1.2% | +2.2% | +2.9% |
| 30D | -7.6% | +12.8% | -20.4% | -11.8% |
| 3M | -28.9% | +10.3% | -39.2% | -31.7% |
| 6M | -19.7% | +32.0% | -51.7% | -29.4% |
| YTD | +0.5% | +19.1% | -18.6% | -7.5% |
| 1Y | +0.3% | +21.5% | -21.2% | -8.7% |
| 3Y | +325.8% | +76.0% | +249.8% | +237.8% |
| All | +325.8% | +75.4% | +250.4% | +237.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling