+577.9%
HWM vs CTAS
+115.9%
+462.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +7.3% | +2.0% | +5.3% | +6.3% |
| 30D | +1.6% | +8.7% | -7.1% | -2.8% |
| 3M | -21.9% | +13.3% | -35.1% | -26.9% |
| 6M | -19.0% | +39.4% | -58.4% | -33.5% |
| YTD | +7.9% | +21.5% | -13.5% | -4.3% |
| 1Y | +9.9% | +21.9% | -11.9% | -2.9% |
| 3Y | +342.1% | +73.6% | +268.5% | +205.0% |
| All | +577.9% | +115.9% | +462.0% | +275.3% |
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