+741.5%
HWM vs EMB
+7.4%
+734.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.7% |
| 3M | +4.0% | -0.4% | +4.5% | +4.6% |
| 6M | -0.2% | +0.1% | -0.3% | -0.2% |
| YTD | +26.7% | +1.6% | +25.1% | +24.8% |
| 1Y | +44.7% | +5.6% | +39.1% | +36.7% |
| 3Y | +426.1% | +29.8% | +396.3% | +302.7% |
| All | +741.5% | +7.4% | +734.1% | +690.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling