+1,573.3%
HWM vs EL
+32.3%
+1,541.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.1% | -8.6% | -10.0% |
| 7D | -9.2% | +1.7% | -10.9% | -9.6% |
| 30D | -17.9% | +15.5% | -33.4% | -22.2% |
| 3M | -6.0% | +20.6% | -26.6% | -12.6% |
| 6M | -7.4% | +10.5% | -17.8% | -12.4% |
| YTD | +13.1% | -1.9% | +15.0% | +9.8% |
| 1Y | +29.3% | +16.1% | +13.2% | +16.7% |
| 3Y | +389.9% | -30.2% | +420.1% | +400.7% |
| 5Y | +655.5% | -67.4% | +722.9% | +1,027.8% |
| All | +1,573.3% | +32.3% | +1,541.0% | +1,166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling