+325.8%
HWM vs EL
+3.8%
+322.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.2% |
| 7D | +3.3% | +0.8% | +2.5% | +3.2% |
| 30D | -7.6% | +16.5% | -24.1% | -9.0% |
| 3M | -28.9% | +29.2% | -58.1% | -30.9% |
| 6M | -19.7% | +27.9% | -47.6% | -22.0% |
| YTD | +0.5% | +6.2% | -5.7% | -1.2% |
| 1Y | +0.3% | +27.2% | -26.9% | -3.7% |
| 3Y | +325.8% | +3.2% | +322.6% | +299.6% |
| All | +325.8% | +3.8% | +322.1% | +299.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling