+1,498.2%
HWM vs ELF
+342.6%
+1,155.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.6% |
| 7D | +3.4% | +4.0% | -0.6% | +2.7% |
| 30D | -7.5% | +10.6% | -18.1% | -9.2% |
| 3M | -28.9% | +25.8% | -54.7% | -31.9% |
| 6M | -19.6% | +89.1% | -108.7% | -29.0% |
| YTD | +0.6% | +52.7% | -52.1% | -8.7% |
| 1Y | +0.3% | +51.7% | -51.4% | -9.2% |
| 3Y | +326.1% | +14.2% | +311.9% | +260.5% |
| 5Y | +525.2% | +270.7% | +254.5% | +273.2% |
| All | +1,498.2% | +342.6% | +1,155.6% | +690.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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