+1,559.5%
HWM vs ELV
+292.5%
+1,267.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -11.4% | +3.2% | -14.6% | -12.5% |
| 30D | -18.5% | +5.4% | -23.8% | -20.0% |
| 3M | -13.2% | +5.4% | -18.5% | -15.4% |
| 6M | -8.7% | +45.7% | -54.4% | -21.4% |
| YTD | +12.2% | +21.2% | -9.0% | +2.2% |
| 1Y | +24.9% | +35.6% | -10.7% | +8.3% |
| 3Y | +383.9% | -2.0% | +385.9% | +357.8% |
| 5Y | +646.1% | +26.0% | +620.1% | +500.5% |
| All | +1,559.5% | +292.5% | +1,267.0% | +704.8% |
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