+30.2%
HWM vs ELV
+30.5%
-0.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.6% |
| 7D | -8.0% | -2.2% | -5.8% | -7.8% |
| 30D | -18.0% | -0.2% | -17.8% | -17.9% |
| 3M | -9.5% | -6.1% | -3.4% | -9.1% |
| 6M | -8.4% | +42.8% | -51.2% | -11.0% |
| YTD | +13.6% | +14.4% | -0.8% | +11.3% |
| 1Y | +30.2% | +28.6% | +1.6% | +31.3% |
| All | +30.2% | +30.5% | -0.2% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling