+342.1%
HWM vs CTAS
+74.3%
+267.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.8% |
| 7D | +7.3% | +1.7% | +5.5% | +6.6% |
| 30D | +1.6% | +8.4% | -6.9% | -1.5% |
| 3M | -21.9% | +13.0% | -34.9% | -25.5% |
| 6M | -19.0% | +39.1% | -58.1% | -30.5% |
| YTD | +7.9% | +21.2% | -13.3% | -1.3% |
| 1Y | +9.9% | +21.6% | -11.7% | +0.3% |
| 3Y | +342.1% | +73.2% | +268.9% | +252.8% |
| All | +342.1% | +74.3% | +267.8% | +252.8% |
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