+1,773.8%
HWM vs EMB
+32.1%
+1,741.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 6M | -0.2% | +0.1% | -0.3% | -0.1% |
| YTD | +26.7% | +1.6% | +25.1% | +24.4% |
| 1Y | +44.7% | +5.6% | +39.1% | +34.9% |
| 3Y | +426.1% | +29.8% | +396.3% | +271.4% |
| 5Y | +738.5% | +7.3% | +731.2% | +696.2% |
| All | +1,773.8% | +32.1% | +1,741.7% | +1,400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling