+655.5%
HWM vs EFV
+96.3%
+559.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.7% | -10.0% | -10.0% |
| 7D | -9.2% | +1.0% | -10.1% | -10.0% |
| 30D | -17.9% | +0.2% | -18.0% | -18.0% |
| 3M | -6.0% | +9.6% | -15.7% | -14.4% |
| 6M | -7.4% | +14.0% | -21.4% | -18.9% |
| YTD | +13.1% | +18.5% | -5.4% | -4.9% |
| 1Y | +29.3% | +27.9% | +1.4% | +0.4% |
| 3Y | +389.9% | +92.4% | +297.5% | +142.7% |
| 5Y | +655.5% | +97.2% | +558.4% | +272.0% |
| All | +655.5% | +96.3% | +559.2% | +272.0% |
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