+640.6%
HWM vs ELAN
-31.8%
+672.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.4% |
| 7D | -12.5% | -6.4% | -6.1% | -11.3% |
| 30D | -19.0% | +0.6% | -19.6% | -19.1% |
| 3M | -8.6% | 0.0% | -8.6% | -9.0% |
| 6M | -10.2% | -3.4% | -6.7% | -10.5% |
| YTD | +11.3% | +1.0% | +10.3% | +9.7% |
| 1Y | +24.3% | +24.7% | -0.5% | +16.9% |
| 3Y | +382.3% | +97.2% | +285.0% | +281.7% |
| 5Y | +640.6% | -31.5% | +672.1% | +795.5% |
| All | +640.6% | -31.8% | +672.5% | +795.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling