+342.1%
HWM vs ELF
+24.2%
+317.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.9% | -4.9% | -1.3% |
| 7D | +7.3% | +1.6% | +5.7% | +7.2% |
| 30D | +1.6% | +9.1% | -7.5% | +0.9% |
| 3M | -21.9% | +28.2% | -50.0% | -23.4% |
| 6M | -19.0% | +119.5% | -138.6% | -24.5% |
| YTD | +7.9% | +55.2% | -47.2% | +3.1% |
| 1Y | +9.9% | +58.6% | -48.7% | +4.7% |
| 3Y | +342.1% | +21.3% | +320.9% | +301.5% |
| All | +342.1% | +24.2% | +317.9% | +301.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling