+1,387.4%
HWM vs ED
+124.6%
+1,262.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.2% |
| 7D | +3.3% | +1.6% | +1.7% | +2.6% |
| 30D | -7.6% | +13.3% | -20.9% | -11.8% |
| 3M | -28.9% | +9.7% | -38.6% | -31.4% |
| 6M | -19.7% | +12.8% | -32.5% | -23.5% |
| YTD | +0.5% | +22.3% | -21.8% | -7.4% |
| 1Y | +0.3% | +26.3% | -26.0% | -8.9% |
| 3Y | +325.8% | +45.0% | +280.8% | +254.3% |
| 5Y | +524.7% | +80.2% | +444.6% | +362.7% |
| 10Y | +1,491.8% | +129.9% | +1,361.9% | +1,058.5% |
| All | +1,387.4% | +124.6% | +1,262.9% | +982.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling