+1,388.5%
HWM vs CTAS
+831.4%
+557.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.7% |
| 7D | +3.4% | +1.2% | +2.2% | +2.5% |
| 30D | -7.5% | +12.8% | -20.3% | -15.1% |
| 3M | -28.9% | +10.3% | -39.2% | -34.0% |
| 6M | -19.6% | +32.0% | -51.6% | -35.3% |
| YTD | +0.6% | +19.1% | -18.5% | -13.4% |
| 1Y | +0.3% | +21.5% | -21.2% | -15.0% |
| 3Y | +326.1% | +76.0% | +250.1% | +165.9% |
| 5Y | +525.2% | +110.9% | +414.3% | +233.2% |
| 10Y | +1,492.9% | +849.8% | +643.1% | +185.2% |
| All | +1,388.5% | +831.4% | +557.0% | +166.5% |
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