+1,257.5%
HWM vs ELAN
-28.2%
+1,285.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.4% |
| 7D | -11.4% | -5.4% | -6.0% | -10.0% |
| 30D | -18.5% | +4.7% | -23.2% | -19.6% |
| 3M | -13.2% | -3.7% | -9.5% | -12.8% |
| 6M | -8.7% | -1.2% | -7.5% | -9.8% |
| YTD | +12.2% | +2.4% | +9.8% | +9.3% |
| 1Y | +24.9% | +23.4% | +1.5% | +14.7% |
| 3Y | +383.9% | +96.7% | +287.2% | +249.7% |
| 5Y | +646.1% | -30.6% | +676.7% | +710.5% |
| All | +1,257.5% | -28.2% | +1,285.7% | +1,071.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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