+563.0%
HWM vs EFX
-31.8%
+594.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.7% | +5.2% |
| 7D | +1.6% | -2.2% | +3.8% | +2.0% |
| 30D | -3.9% | +29.2% | -33.1% | -10.7% |
| 3M | -23.2% | +3.5% | -26.7% | -24.4% |
| 6M | -20.0% | +7.8% | -27.8% | -22.9% |
| YTD | +5.7% | -12.4% | +18.1% | +7.8% |
| 1Y | +4.9% | -8.2% | +13.1% | +5.1% |
| 3Y | +347.0% | +4.7% | +342.3% | +306.7% |
| 5Y | +563.0% | -32.0% | +595.1% | +566.8% |
| All | +563.0% | -31.8% | +594.8% | +566.8% |
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