+1,516.2%
HWM vs EL
+60.9%
+1,455.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.8% | +7.6% | -9.4% | -4.1% |
| 30D | -2.7% | +15.7% | -18.4% | -7.5% |
| 3M | -22.7% | +30.5% | -53.3% | -30.0% |
| 6M | -18.9% | +32.5% | -51.5% | -27.7% |
| YTD | +7.1% | +9.4% | -2.4% | -0.2% |
| 1Y | +4.7% | +28.4% | -23.7% | -8.4% |
| 3Y | +345.6% | +4.4% | +341.1% | +282.1% |
| 5Y | +588.3% | -64.5% | +652.8% | +906.8% |
| 10Y | +1,516.2% | +64.9% | +1,451.3% | +1,040.8% |
| All | +1,516.2% | +60.9% | +1,455.3% | +1,040.8% |
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