+610.2%
HWM vs EFV
+93.3%
+516.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +5.0% | -1.0% | +6.0% | +6.1% |
| 30D | +1.5% | +3.1% | -1.6% | -1.6% |
| 3M | -20.3% | -1.2% | -19.1% | -19.5% |
| 6M | -18.0% | +5.6% | -23.7% | -22.7% |
| YTD | +9.5% | +15.8% | -6.3% | -6.0% |
| 1Y | +7.5% | +20.0% | -12.5% | -11.1% |
| 3Y | +355.7% | +91.0% | +264.7% | +127.4% |
| 5Y | +610.2% | +93.7% | +516.6% | +260.5% |
| All | +610.2% | +93.3% | +516.9% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 5y: compounded portfolio wealth divided by compounded EFV 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…
5y analysis · Full analysis span regression · 6 months rolling