+1,773.8%
HWM vs EFV
+167.8%
+1,606.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.3% |
| 7D | -2.1% | +1.5% | -3.6% | -4.0% |
| 30D | -11.0% | +1.7% | -12.7% | -13.0% |
| 3M | +4.0% | +8.6% | -4.6% | -6.7% |
| 6M | -0.2% | +11.7% | -11.9% | -13.6% |
| YTD | +26.7% | +19.3% | +7.4% | +0.4% |
| 1Y | +44.7% | +30.2% | +14.5% | +2.1% |
| 3Y | +426.1% | +91.6% | +334.5% | +117.1% |
| 5Y | +738.5% | +96.4% | +642.1% | +235.2% |
| All | +1,773.8% | +167.8% | +1,606.0% | +424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling