+7.5%
HWM vs ED
+24.8%
-17.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.2% |
| 7D | +5.0% | -0.9% | +5.9% | +4.7% |
| 30D | +1.5% | +11.2% | -9.7% | +3.6% |
| 3M | -20.3% | +11.8% | -32.1% | -18.7% |
| 6M | -18.0% | +14.1% | -32.1% | -16.4% |
| YTD | +9.5% | +23.0% | -13.5% | +13.1% |
| 1Y | +7.5% | +23.7% | -16.2% | +10.3% |
| All | +7.5% | +24.8% | -17.4% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling