+537.4%
HWM vs ELF
+266.1%
+271.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +1.9% |
| 7D | +3.4% | +4.0% | -0.6% | +2.9% |
| 30D | -7.5% | +10.6% | -18.1% | -8.6% |
| 3M | -28.9% | +25.8% | -54.7% | -30.9% |
| 6M | -19.6% | +89.1% | -108.7% | -25.9% |
| YTD | +0.6% | +52.7% | -52.1% | -5.6% |
| 1Y | +0.3% | +51.7% | -51.4% | -6.0% |
| 3Y | +326.1% | +14.2% | +311.9% | +270.0% |
| All | +537.4% | +266.1% | +271.3% | +242.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling