+342.1%
HWM vs ECL
+79.8%
+262.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.7% |
| 7D | +7.3% | +2.9% | +4.4% | +6.1% |
| 30D | +1.6% | +7.5% | -5.9% | -1.4% |
| 3M | -21.9% | +12.2% | -34.1% | -25.6% |
| 6M | -19.0% | +24.6% | -43.6% | -26.7% |
| YTD | +7.9% | +18.8% | -10.8% | -0.1% |
| 1Y | +9.9% | +19.3% | -9.4% | +1.5% |
| 3Y | +342.1% | +78.2% | +263.9% | +208.5% |
| All | +342.1% | +79.8% | +262.3% | +208.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling