+1,579.2%
HWM vs ED
+132.0%
+1,447.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +1.6% | -0.1% | +1.7% | +1.5% |
| 30D | -3.9% | +11.6% | -15.5% | -7.8% |
| 3M | -23.2% | +10.5% | -33.8% | -26.2% |
| 6M | -20.0% | +13.2% | -33.2% | -23.9% |
| YTD | +5.7% | +22.1% | -16.4% | -2.6% |
| 1Y | +4.9% | +24.2% | -19.3% | -4.1% |
| 3Y | +347.0% | +46.9% | +300.1% | +269.1% |
| 5Y | +563.0% | +80.8% | +482.2% | +389.0% |
| 10Y | +1,579.2% | +134.3% | +1,444.9% | +1,130.1% |
| All | +1,579.2% | +132.0% | +1,447.1% | +1,130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling