+741.5%
HWM vs CTAS
+113.1%
+628.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -2.1% | -1.8% | -0.3% | -1.1% |
| 30D | -11.0% | -0.2% | -10.8% | -11.0% |
| 3M | +4.0% | +11.7% | -7.6% | -3.1% |
| 6M | -0.2% | +0.7% | -0.9% | -1.7% |
| YTD | +26.7% | +7.4% | +19.2% | +19.9% |
| 1Y | +44.7% | -2.1% | +46.8% | +44.5% |
| 3Y | +426.1% | +62.9% | +363.2% | +273.5% |
| All | +741.5% | +113.1% | +628.3% | +378.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling