+1,428.2%
EWT vs HBM
+654.4%
+773.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.8% | -6.3% | -1.6% |
| 7D | +1.6% | +7.4% | -5.7% | +0.3% |
| 30D | +8.2% | +5.1% | +3.1% | +7.0% |
| 3M | +11.1% | +11.1% | -0.1% | +8.3% |
| 6M | +60.4% | +30.2% | +30.2% | +51.3% |
| YTD | +75.6% | +46.2% | +29.4% | +61.3% |
| 1Y | +91.3% | +120.0% | -28.7% | +62.7% |
| 3Y | +200.3% | +527.4% | -327.1% | +106.5% |
| 5Y | +156.4% | +400.4% | -244.0% | +75.4% |
| 10Y | +495.8% | +621.5% | -125.7% | +228.5% |
| All | +1,428.2% | +654.4% | +773.9% | +578.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling