+142.9%
EFA vs HWM
+1,258.6%
-1,115.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +2.2% | +7.3% | -5.1% | +0.6% |
| 30D | +1.4% | +1.6% | -0.2% | +0.6% |
| 3M | -4.2% | -21.9% | +17.7% | +0.8% |
| 6M | +1.9% | -19.0% | +21.0% | +6.1% |
| YTD | +10.2% | +7.9% | +2.3% | +6.6% |
| 1Y | +12.8% | +9.9% | +2.8% | +8.6% |
| 3Y | +65.2% | +342.1% | -276.9% | +10.6% |
| 5Y | +49.8% | +600.8% | -550.9% | -11.1% |
| 10Y | +145.2% | +1,493.8% | -1,348.6% | +19.0% |
| All | +142.9% | +1,258.6% | -1,115.7% | +18.0% |
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