+14.2%
ETN vs HWM
+26.9%
-12.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.6% | -0.6% |
| 7D | +3.0% | -12.5% | +15.5% | +8.6% |
| 30D | -10.9% | -19.0% | +8.1% | -2.5% |
| 3M | +9.2% | -8.6% | +17.8% | +12.9% |
| 6M | +13.9% | -10.2% | +24.1% | +17.4% |
| YTD | +29.5% | +11.3% | +18.2% | +18.6% |
| 1Y | +14.2% | +24.3% | -10.1% | -0.8% |
| All | +14.2% | +26.9% | -12.7% | -0.8% |
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