+536.9%
HWM vs ECL
+37.7%
+499.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +3.3% |
| 7D | +3.3% | -0.8% | +4.1% | +3.6% |
| 30D | -7.6% | +8.1% | -15.7% | -11.4% |
| 3M | -28.9% | +6.4% | -35.3% | -31.3% |
| 6M | -19.7% | +14.8% | -34.4% | -25.9% |
| YTD | +0.5% | +15.5% | -14.9% | -7.6% |
| 1Y | +0.3% | +20.1% | -19.9% | -9.8% |
| 3Y | +325.8% | +77.8% | +248.1% | +198.4% |
| All | +536.9% | +37.7% | +499.3% | +400.7% |
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