+326.1%
HWM vs ELF
+18.9%
+307.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +2.1% |
| 7D | +3.4% | +4.0% | -0.6% | +3.1% |
| 30D | -7.5% | +10.6% | -18.1% | -8.3% |
| 3M | -28.9% | +25.8% | -54.7% | -30.2% |
| 6M | -19.6% | +89.1% | -108.7% | -24.0% |
| YTD | +0.6% | +52.7% | -52.1% | -3.7% |
| 1Y | +0.3% | +51.7% | -51.4% | -4.1% |
| 3Y | +326.1% | +14.2% | +311.9% | +299.0% |
| All | +326.1% | +18.9% | +307.2% | +299.0% |
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