+1,490.9%
HWM vs ED
+143.7%
+1,347.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +11.1% | -1.7% | +12.9% | +11.8% |
| 30D | +3.0% | +10.7% | -7.7% | -0.9% |
| 3M | -20.7% | +11.6% | -32.4% | -24.0% |
| 6M | -17.2% | +13.5% | -30.7% | -21.4% |
| YTD | +9.1% | +23.1% | -14.1% | +0.1% |
| 1Y | +9.0% | +23.1% | -14.0% | 0.0% |
| 3Y | +353.8% | +47.9% | +305.9% | +273.2% |
| 5Y | +608.0% | +83.9% | +524.2% | +416.9% |
| All | +1,490.9% | +143.7% | +1,347.2% | +1,016.0% |
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