+1,773.8%
HWM vs ECL
+172.7%
+1,601.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -2.1% | -2.6% | +0.5% | -0.1% |
| 30D | -11.0% | -2.2% | -8.8% | -9.7% |
| 3M | +4.0% | +10.1% | -6.1% | -3.9% |
| 6M | -0.2% | -5.7% | +5.5% | +3.4% |
| YTD | +26.7% | +7.0% | +19.7% | +18.9% |
| 1Y | +44.7% | +2.7% | +42.1% | +39.2% |
| 3Y | +426.1% | +57.7% | +368.4% | +249.9% |
| 5Y | +738.5% | +31.1% | +707.4% | +534.3% |
| All | +1,773.8% | +172.7% | +1,601.2% | +637.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling