+741.5%
HWM vs EIX
+22.8%
+718.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -2.1% | -19.1% | +17.0% | +3.3% |
| 30D | -11.0% | -16.9% | +5.9% | -7.0% |
| 3M | +4.0% | -20.0% | +24.0% | +9.5% |
| 6M | -0.2% | -21.3% | +21.1% | +5.4% |
| YTD | +26.7% | -1.7% | +28.4% | +25.1% |
| 1Y | +44.7% | +9.6% | +35.2% | +37.9% |
| 3Y | +426.1% | -3.7% | +429.8% | +402.8% |
| All | +741.5% | +22.8% | +718.7% | +614.2% |
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