+618.9%
ETN vs HWM
+1,258.6%
-639.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | +3.6% | +7.3% | -3.7% | +0.5% |
| 30D | -13.4% | +1.6% | -15.0% | -14.0% |
| 3M | -21.9% | -21.9% | 0.0% | -13.6% |
| 6M | -12.8% | -19.0% | +6.3% | -5.0% |
| YTD | +12.1% | +7.9% | +4.1% | +6.9% |
| 1Y | +0.8% | +9.9% | -9.1% | -4.6% |
| 3Y | +64.5% | +342.1% | -277.7% | -15.3% |
| 5Y | +121.7% | +600.8% | -479.0% | -6.6% |
| 10Y | +542.2% | +1,493.8% | -951.6% | +80.4% |
| All | +618.9% | +1,258.6% | -639.8% | +101.9% |
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