+730.7%
ETN vs HWM
+1,301.3%
-570.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -0.6% |
| 7D | +3.0% | -12.5% | +15.5% | +8.7% |
| 30D | -10.9% | -19.0% | +8.1% | -3.1% |
| 3M | +9.2% | -8.6% | +17.8% | +12.9% |
| 6M | +13.9% | -10.2% | +24.1% | +18.0% |
| YTD | +29.5% | +11.3% | +18.2% | +21.9% |
| 1Y | +14.2% | +24.3% | -10.1% | +2.3% |
| 3Y | +79.9% | +382.3% | -302.4% | -10.9% |
| 5Y | +175.7% | +640.6% | -465.0% | +13.0% |
| All | +730.7% | +1,301.3% | -570.5% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling