+54.8%
EFA vs HWM
+655.8%
-601.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.7% | +10.2% | +2.3% |
| 7D | +1.2% | -9.2% | +10.4% | +3.6% |
| 30D | -0.7% | -17.9% | +17.1% | +4.3% |
| 3M | +6.4% | -6.0% | +12.4% | +7.4% |
| 6M | +11.4% | -7.4% | +18.7% | +12.5% |
| YTD | +14.0% | +13.1% | +0.9% | +8.6% |
| 1Y | +20.2% | +29.3% | -9.1% | +10.0% |
| 3Y | +68.2% | +389.9% | -321.7% | -4.6% |
| 5Y | +54.8% | +655.5% | -600.7% | -26.1% |
| All | +54.8% | +655.8% | -601.0% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling