+536.9%
HWM vs EIX
+18.0%
+518.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +3.1% |
| 7D | +3.3% | +1.0% | +2.3% | +3.0% |
| 30D | -7.6% | +9.1% | -16.7% | -9.8% |
| 3M | -28.9% | -10.2% | -18.7% | -27.5% |
| 6M | -19.7% | -11.2% | -8.4% | -18.3% |
| YTD | +0.5% | +4.5% | -3.9% | -2.7% |
| 1Y | +0.3% | +10.9% | -10.6% | -4.8% |
| 3Y | +325.8% | +8.4% | +317.4% | +288.6% |
| All | +536.9% | +18.0% | +518.9% | +424.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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