+1,524.1%
HWM vs ECL
+199.1%
+1,325.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.8% |
| 7D | +3.4% | -0.8% | +4.1% | +3.8% |
| 30D | -7.5% | +8.1% | -15.7% | -13.0% |
| 3M | -28.9% | +6.4% | -35.2% | -32.4% |
| 6M | -19.6% | +14.8% | -34.4% | -28.5% |
| YTD | +0.6% | +15.5% | -14.9% | -11.1% |
| 1Y | +0.3% | +20.1% | -19.8% | -14.0% |
| 3Y | +326.1% | +77.8% | +248.4% | +158.2% |
| 5Y | +525.2% | +37.9% | +487.3% | +358.7% |
| All | +1,524.1% | +199.1% | +1,325.0% | +489.1% |
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