+84.9%
EWT vs HBM
+97.2%
-12.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -1.1% | -3.3% | +2.2% | -0.3% |
| 30D | +4.5% | -4.8% | +9.3% | +5.4% |
| 3M | +8.3% | -0.4% | +8.7% | +6.9% |
| 6M | +54.2% | +17.9% | +36.4% | +45.0% |
| YTD | +74.6% | +33.7% | +40.9% | +59.9% |
| 1Y | +84.9% | +95.6% | -10.7% | +62.0% |
| All | +84.9% | +97.2% | -12.3% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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