+1,490.9%
HWM vs EFX
+79.2%
+1,411.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +11.1% | -3.6% | +14.8% | +12.6% |
| 30D | +3.0% | +25.3% | -22.3% | -6.3% |
| 3M | -20.7% | +3.8% | -24.5% | -22.8% |
| 6M | -17.2% | +12.7% | -29.9% | -23.2% |
| YTD | +9.1% | -13.1% | +22.2% | +10.8% |
| 1Y | +9.0% | -9.3% | +18.4% | +8.7% |
| 3Y | +353.8% | +3.5% | +350.3% | +302.5% |
| 5Y | +608.0% | -30.6% | +638.7% | +637.9% |
| All | +1,490.9% | +79.2% | +1,411.7% | +837.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling