+1,573.3%
HWM vs ELF
+305.6%
+1,267.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -4.9% | -5.8% | -9.9% |
| 7D | -9.2% | -1.2% | -8.0% | -8.9% |
| 30D | -17.9% | +5.9% | -23.8% | -18.8% |
| 3M | -6.0% | +99.5% | -105.6% | -17.4% |
| 6M | -7.4% | +26.5% | -33.9% | -12.4% |
| YTD | +13.1% | +37.2% | -24.1% | +4.7% |
| 1Y | +29.3% | -24.4% | +53.7% | +30.4% |
| 3Y | +389.9% | -23.3% | +413.2% | +350.0% |
| 5Y | +655.5% | +245.2% | +410.4% | +355.7% |
| All | +1,573.3% | +305.6% | +1,267.8% | +729.8% |
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