+146.1%
EWT vs HBM
+336.0%
-189.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.5% | +5.0% | -0.8% |
| 7D | -1.1% | -3.7% | +2.6% | -0.3% |
| 30D | +4.8% | -3.7% | +8.5% | +5.3% |
| 3M | +11.1% | +8.0% | +3.1% | +8.3% |
| 6M | +54.6% | +15.8% | +38.8% | +47.5% |
| YTD | +71.4% | +34.4% | +37.1% | +57.6% |
| 1Y | +82.1% | +98.2% | -16.1% | +53.5% |
| 3Y | +193.2% | +476.6% | -283.3% | +91.7% |
| 5Y | +146.1% | +331.1% | -185.0% | +62.9% |
| All | +146.1% | +336.0% | -189.9% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling