+1,513.6%
HWM vs ELV
+303.0%
+1,210.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +11.1% | -0.5% | +11.6% | +11.3% |
| 30D | +3.0% | +1.1% | +1.9% | +2.2% |
| 3M | -20.7% | +8.2% | -28.9% | -23.3% |
| 6M | -17.2% | +10.2% | -27.4% | -21.1% |
| YTD | +9.1% | +24.4% | -15.4% | -2.0% |
| 1Y | +9.0% | +33.8% | -24.8% | -5.0% |
| 3Y | +353.8% | -1.4% | +355.2% | +327.8% |
| 5Y | +608.0% | +5.8% | +602.2% | +527.0% |
| 10Y | +1,510.3% | +269.1% | +1,241.2% | +669.6% |
| All | +1,513.6% | +303.0% | +1,210.6% | +671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling