+741.5%
HWM vs ECL
+31.2%
+710.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | -2.6% | +0.5% | -0.8% |
| 30D | -11.0% | -2.2% | -8.8% | -10.1% |
| 3M | +4.0% | +10.1% | -6.1% | -1.5% |
| 6M | -0.2% | -5.7% | +5.5% | +2.4% |
| YTD | +26.7% | +7.0% | +19.7% | +21.4% |
| 1Y | +44.7% | +2.7% | +42.1% | +41.3% |
| 3Y | +426.1% | +57.7% | +368.4% | +296.3% |
| All | +741.5% | +31.2% | +710.2% | +578.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling