+1,773.8%
HWM vs ELF
+326.4%
+1,447.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | -2.1% | +5.4% | -7.5% | -3.1% |
| 30D | -11.0% | +27.0% | -38.0% | -14.9% |
| 3M | +4.0% | +113.2% | -109.2% | -9.6% |
| 6M | -0.2% | +36.6% | -36.8% | -7.0% |
| YTD | +26.7% | +44.2% | -17.6% | +16.2% |
| 1Y | +44.7% | -18.0% | +62.7% | +43.8% |
| 3Y | +426.1% | -19.9% | +446.0% | +379.5% |
| 5Y | +738.5% | +257.7% | +480.8% | +402.9% |
| All | +1,773.8% | +326.4% | +1,447.4% | +820.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling