+143.4%
EFA vs HWM
+1,247.7%
-1,104.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | +1.2% | -1.8% | +3.0% | +1.6% |
| 30D | +0.9% | -2.7% | +3.6% | +1.2% |
| 3M | -3.4% | -22.7% | +19.4% | +1.9% |
| 6M | +2.0% | -18.9% | +20.9% | +6.1% |
| YTD | +10.4% | +7.1% | +3.3% | +7.1% |
| 1Y | +13.3% | +4.7% | +8.6% | +10.3% |
| 3Y | +65.9% | +345.6% | -279.7% | +10.9% |
| 5Y | +51.5% | +588.3% | -536.8% | -9.7% |
| 10Y | +144.1% | +1,516.2% | -1,372.1% | +18.8% |
| All | +143.4% | +1,247.7% | -1,104.4% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling