+22.6%
EFA vs HWM
+48.6%
-25.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.6% | -2.1% | +2.7% | +1.0% |
| 30D | +0.9% | -11.0% | +11.8% | +3.5% |
| 3M | +4.9% | +4.0% | +0.8% | +3.2% |
| 6M | +8.6% | -0.2% | +8.8% | +6.8% |
| YTD | +14.6% | +26.7% | -12.0% | +8.1% |
| 1Y | +22.6% | +44.7% | -22.1% | +13.3% |
| All | +22.6% | +48.6% | -25.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling