+1,579.2%
HWM vs ECL
+205.6%
+1,373.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.0% | +3.1% | +3.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | -3.9% | +8.8% | -12.8% | -9.9% |
| 3M | -23.2% | +7.8% | -31.1% | -27.7% |
| 6M | -20.0% | +21.3% | -41.3% | -31.6% |
| YTD | +5.7% | +17.8% | -12.1% | -7.9% |
| 1Y | +4.9% | +21.1% | -16.2% | -10.6% |
| 3Y | +347.0% | +80.1% | +266.9% | +168.5% |
| 5Y | +563.0% | +40.5% | +522.5% | +380.1% |
| 10Y | +1,579.2% | +197.7% | +1,381.4% | +500.2% |
| All | +1,579.2% | +205.6% | +1,373.6% | +500.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling