+1,547.2%
HWM vs EME
+1,179.5%
+367.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -12.5% | +0.9% | -13.5% | -13.2% |
| 30D | -19.0% | -8.4% | -10.6% | -15.2% |
| 3M | -8.6% | -3.6% | -5.0% | -8.8% |
| 6M | -10.2% | +3.6% | -13.7% | -14.7% |
| YTD | +11.3% | +22.5% | -11.2% | -5.2% |
| 1Y | +24.3% | +18.2% | +6.1% | +5.4% |
| 3Y | +382.3% | +238.4% | +143.9% | +96.3% |
| 5Y | +640.6% | +550.5% | +90.1% | +88.4% |
| All | +1,547.2% | +1,179.5% | +367.6% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling