+1,581.2%
HWM vs EFX
+48.5%
+1,532.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +1.2% |
| 7D | -8.0% | -9.4% | +1.3% | -4.5% |
| 30D | -18.0% | -6.9% | -11.1% | -16.0% |
| 3M | -9.5% | +0.1% | -9.6% | -11.0% |
| 6M | -8.4% | -17.3% | +8.9% | -3.2% |
| YTD | +13.6% | -21.8% | +35.5% | +21.4% |
| 1Y | +30.2% | -32.5% | +62.8% | +47.4% |
| 3Y | +392.2% | -12.3% | +404.6% | +372.6% |
| 5Y | +645.2% | -36.6% | +681.8% | +706.8% |
| All | +1,581.2% | +48.5% | +1,532.7% | +1,023.0% |
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