+3.3%
HWM vs EL
+30.3%
-26.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.8% | +2.3% | +5.0% |
| 7D | +1.6% | +8.0% | -6.4% | +1.5% |
| 30D | -3.9% | +15.4% | -19.3% | -4.4% |
| 3M | -23.2% | +28.5% | -51.7% | -23.8% |
| 6M | -20.0% | +32.2% | -52.2% | -20.9% |
| YTD | +5.7% | +9.2% | -3.5% | +3.8% |
| All | +3.3% | +30.3% | -26.9% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling