+741.5%
HWM vs ELF
+259.0%
+482.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.7% |
| 7D | -2.1% | +5.4% | -7.5% | -2.7% |
| 30D | -11.0% | +27.0% | -38.0% | -13.6% |
| 3M | +4.0% | +113.2% | -109.2% | -5.5% |
| 6M | -0.2% | +36.6% | -36.8% | -4.8% |
| YTD | +26.7% | +44.2% | -17.6% | +19.5% |
| 1Y | +44.7% | -18.0% | +62.7% | +44.5% |
| 3Y | +426.1% | -19.9% | +446.0% | +387.2% |
| All | +741.5% | +259.0% | +482.5% | +347.6% |
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