+1,516.8%
HWM vs ELV
+269.1%
+1,247.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +5.0% | -1.1% | +6.0% | +5.3% |
| 30D | +1.5% | +1.8% | -0.2% | +0.5% |
| 3M | -20.3% | +10.5% | -30.8% | -23.6% |
| 6M | -18.0% | +13.5% | -31.5% | -22.8% |
| YTD | +9.5% | +24.3% | -14.8% | -1.7% |
| 1Y | +7.5% | +38.9% | -31.5% | -7.9% |
| 3Y | +355.7% | -1.5% | +357.1% | +329.4% |
| 5Y | +610.2% | +7.3% | +602.9% | +523.2% |
| 10Y | +1,516.8% | +268.7% | +1,248.0% | +606.3% |
| All | +1,516.8% | +269.1% | +1,247.7% | +606.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling