+389.9%
HWM vs ELV
-6.4%
+396.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.4% | -9.3% | -10.6% |
| 7D | -9.2% | -0.3% | -8.9% | -9.1% |
| 30D | -17.9% | +2.0% | -19.8% | -17.9% |
| 3M | -6.0% | -3.5% | -2.6% | -5.9% |
| 6M | -7.4% | +40.2% | -47.5% | -9.4% |
| YTD | +13.1% | +15.8% | -2.7% | +11.6% |
| 1Y | +29.3% | +33.2% | -3.9% | +26.7% |
| 3Y | +389.9% | -6.2% | +396.2% | +385.8% |
| All | +389.9% | -6.4% | +396.3% | +385.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling