+1,773.8%
HWM vs CTAS
+739.7%
+1,034.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -2.1% | -1.8% | -0.3% | -0.8% |
| 30D | -11.0% | -0.2% | -10.8% | -11.0% |
| 3M | +4.0% | +11.7% | -7.6% | -5.2% |
| 6M | -0.2% | +0.7% | -0.9% | -2.6% |
| YTD | +26.7% | +7.4% | +19.2% | +17.8% |
| 1Y | +44.7% | -2.1% | +46.8% | +43.2% |
| 3Y | +426.1% | +62.9% | +363.2% | +246.4% |
| 5Y | +738.5% | +111.9% | +626.6% | +342.1% |
| All | +1,773.8% | +739.7% | +1,034.1% | +262.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling