+1,387.4%
HWM vs EMB
+28.6%
+1,358.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +3.3% | -0.1% | +3.4% | +3.4% |
| 30D | -7.6% | +1.3% | -8.9% | -9.4% |
| 3M | -28.9% | -2.7% | -26.2% | -26.3% |
| 6M | -19.7% | -2.8% | -16.8% | -16.5% |
| YTD | +0.5% | -1.1% | +1.6% | +2.3% |
| 1Y | +0.3% | 0.0% | +0.3% | +0.6% |
| 3Y | +325.8% | +28.8% | +297.1% | +203.7% |
| 5Y | +524.7% | +6.0% | +518.8% | +500.6% |
| 10Y | +1,491.8% | +29.1% | +1,462.6% | +1,222.3% |
| All | +1,387.4% | +28.6% | +1,358.9% | +1,134.7% |
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 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