+1,268.9%
HWM vs ELAN
-25.7%
+1,294.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.2% | -8.5% | -10.1% |
| 7D | -9.2% | +0.3% | -9.4% | -9.2% |
| 30D | -17.9% | +8.4% | -26.2% | -19.8% |
| 3M | -6.0% | +1.2% | -7.3% | -6.9% |
| 6M | -7.4% | +2.6% | -10.0% | -9.5% |
| YTD | +13.1% | +5.9% | +7.2% | +9.1% |
| 1Y | +29.3% | +25.8% | +3.5% | +18.1% |
| 3Y | +389.9% | +106.8% | +283.1% | +248.4% |
| 5Y | +655.5% | -29.3% | +684.8% | +718.4% |
| All | +1,268.9% | -25.7% | +1,294.5% | +1,069.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling