+1,388.5%
HWM vs EL
+43.2%
+1,345.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.8% |
| 7D | +3.4% | +0.8% | +2.6% | +2.9% |
| 30D | -7.5% | +16.5% | -24.1% | -12.3% |
| 3M | -28.9% | +29.2% | -58.1% | -35.5% |
| 6M | -19.6% | +27.9% | -47.5% | -27.5% |
| YTD | +0.6% | +6.2% | -5.6% | -5.4% |
| 1Y | +0.3% | +27.2% | -26.8% | -12.1% |
| 3Y | +326.1% | +3.2% | +322.9% | +265.2% |
| 5Y | +525.2% | -66.0% | +591.2% | +829.0% |
| 10Y | +1,492.9% | +58.3% | +1,434.5% | +1,028.1% |
| All | +1,388.5% | +43.2% | +1,345.2% | +991.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling