+1,520.0%
HWM vs EFX
+66.4%
+1,453.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.2% |
| 7D | +5.0% | -2.0% | +6.9% | +5.6% |
| 30D | +1.5% | +27.9% | -26.4% | -8.2% |
| 3M | -20.3% | +3.8% | -24.2% | -22.4% |
| 6M | -18.0% | +13.0% | -31.0% | -24.0% |
| YTD | +9.5% | -12.4% | +21.9% | +10.9% |
| 1Y | +7.5% | -10.4% | +17.9% | +7.8% |
| 3Y | +355.7% | +4.4% | +351.2% | +303.9% |
| 5Y | +610.2% | -28.9% | +639.1% | +631.2% |
| 10Y | +1,516.8% | +81.7% | +1,435.0% | +935.2% |
| All | +1,520.0% | +66.4% | +1,453.6% | +926.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling