-19.7%
HWM vs ECL
+15.5%
-35.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.6% |
| 7D | +3.3% | -0.8% | +4.1% | +3.6% |
| 30D | -7.6% | +8.1% | -15.7% | -8.1% |
| 3M | -28.9% | +6.4% | -35.3% | -29.1% |
| 6M | -19.7% | +14.8% | -34.4% | -22.0% |
| All | -19.7% | +15.5% | -35.2% | -22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling