+1,581.2%
HWM vs EME
+1,189.7%
+391.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.9% |
| 7D | -8.0% | +2.7% | -10.8% | -9.7% |
| 30D | -18.0% | -6.8% | -11.2% | -15.1% |
| 3M | -9.5% | -8.8% | -0.7% | -6.7% |
| 6M | -8.4% | +5.0% | -13.4% | -13.7% |
| YTD | +13.6% | +23.5% | -9.9% | -3.6% |
| 1Y | +30.2% | +21.3% | +8.9% | +8.7% |
| 3Y | +392.2% | +241.1% | +151.2% | +99.4% |
| 5Y | +645.2% | +549.2% | +96.0% | +90.0% |
| All | +1,581.2% | +1,189.7% | +391.5% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling