+655.5%
HWM vs EFX
-35.1%
+690.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.1% | -7.6% | -9.9% |
| 7D | -9.2% | -7.8% | -1.3% | -7.1% |
| 30D | -17.9% | -5.7% | -12.1% | -16.7% |
| 3M | -6.0% | +2.5% | -8.6% | -7.7% |
| 6M | -7.4% | -16.7% | +9.3% | -3.4% |
| YTD | +13.1% | -20.2% | +33.3% | +18.8% |
| 1Y | +29.3% | -31.4% | +60.7% | +42.5% |
| 3Y | +389.9% | -10.5% | +400.4% | +371.0% |
| 5Y | +655.5% | -35.2% | +690.7% | +697.9% |
| All | +655.5% | -35.1% | +690.6% | +697.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling