+441.1%
HWM vs EMB
+30.3%
+410.8%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -11.0% | -0.3% | -10.7% | -10.6% |
| 3M | +4.0% | -0.4% | +4.5% | +4.7% |
| 6M | -0.2% | +0.1% | -0.3% | -0.3% |
| YTD | +26.7% | +1.6% | +25.1% | +24.3% |
| 1Y | +44.7% | +5.6% | +39.1% | +35.4% |
| All | +441.1% | +30.3% | +410.8% | +307.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling