+389.9%
HWM vs EME
+249.1%
+140.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.5% | -13.2% | -11.7% |
| 7D | -9.2% | +5.2% | -14.3% | -11.2% |
| 30D | -17.9% | -5.4% | -12.5% | -16.2% |
| 3M | -6.0% | -6.1% | +0.1% | -4.6% |
| 6M | -7.4% | +9.7% | -17.0% | -12.7% |
| YTD | +13.1% | +26.6% | -13.5% | -0.6% |
| 1Y | +29.3% | +24.6% | +4.7% | +11.6% |
| 3Y | +389.9% | +249.6% | +140.3% | +171.7% |
| All | +389.9% | +249.1% | +140.8% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling