+1,524.1%
HWM vs EMB
+28.9%
+1,495.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | -7.5% | +1.3% | -8.8% | -9.3% |
| 3M | -28.9% | -2.2% | -26.6% | -26.7% |
| 6M | -19.6% | -2.3% | -17.3% | -17.0% |
| YTD | +0.6% | -0.6% | +1.2% | +1.7% |
| 1Y | +0.3% | +0.5% | -0.2% | 0.0% |
| 3Y | +326.1% | +29.4% | +296.7% | +201.6% |
| 5Y | +525.2% | +6.5% | +518.7% | +497.1% |
| All | +1,524.1% | +28.9% | +1,495.2% | +1,239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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