+177.8%
ETN vs HWM
+658.8%
-481.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.9% |
| 7D | +6.2% | -8.0% | +14.3% | +10.1% |
| 30D | -6.7% | -18.0% | +11.3% | +2.3% |
| 3M | +3.6% | -9.5% | +13.1% | +8.2% |
| 6M | +18.3% | -8.4% | +26.7% | +21.8% |
| YTD | +31.5% | +13.6% | +17.8% | +20.4% |
| 1Y | +20.6% | +30.2% | -9.7% | +2.6% |
| 3Y | +82.5% | +392.2% | -309.7% | -22.3% |
| 5Y | +177.8% | +645.2% | -467.4% | -4.7% |
| All | +177.8% | +658.8% | -481.1% | -4.7% |
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