+734.2%
ETN vs HWM
+1,494.1%
-759.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.7% |
| 7D | +2.0% | -2.1% | +4.1% | +2.7% |
| 30D | -7.9% | -11.0% | +3.1% | -3.4% |
| 3M | -1.6% | +4.0% | -5.6% | -3.5% |
| 6M | +16.9% | -0.2% | +17.1% | +16.2% |
| YTD | +30.1% | +26.7% | +3.4% | +16.3% |
| 1Y | +19.3% | +44.7% | -25.4% | +0.5% |
| 3Y | +82.5% | +426.1% | -343.6% | -12.5% |
| 5Y | +166.8% | +738.5% | -571.7% | +4.1% |
| All | +734.2% | +1,494.1% | -759.9% | +119.4% |
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