+610.2%
HWM vs ELV
+8.6%
+601.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +5.0% | -1.1% | +6.0% | +5.1% |
| 30D | +1.5% | +1.8% | -0.2% | +1.1% |
| 3M | -20.3% | +10.5% | -30.8% | -21.7% |
| 6M | -18.0% | +13.5% | -31.5% | -20.1% |
| YTD | +9.5% | +24.3% | -14.8% | +4.4% |
| 1Y | +7.5% | +38.9% | -31.5% | +0.4% |
| 3Y | +355.7% | -1.5% | +357.1% | +350.4% |
| 5Y | +610.2% | +7.3% | +602.9% | +538.9% |
| All | +610.2% | +8.6% | +601.6% | +538.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling