+1,773.8%
HWM vs EIX
+17.4%
+1,756.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -2.1% | -19.1% | +17.0% | +5.7% |
| 30D | -11.0% | -16.9% | +5.9% | -5.3% |
| 3M | +4.0% | -20.0% | +24.0% | +11.9% |
| 6M | -0.2% | -21.3% | +21.1% | +7.9% |
| YTD | +26.7% | -1.7% | +28.4% | +24.0% |
| 1Y | +44.7% | +9.6% | +35.2% | +34.5% |
| 3Y | +426.1% | -3.7% | +429.8% | +396.3% |
| 5Y | +738.5% | +22.6% | +715.9% | +585.6% |
| All | +1,773.8% | +17.4% | +1,756.4% | +1,394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling