+645.2%
HWM vs EME
+544.7%
+100.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.6% |
| 7D | -8.0% | +2.7% | -10.8% | -9.4% |
| 30D | -18.0% | -6.8% | -11.2% | -15.6% |
| 3M | -9.5% | -8.8% | -0.7% | -6.9% |
| 6M | -8.4% | +5.0% | -13.4% | -12.7% |
| YTD | +13.6% | +23.5% | -9.9% | -0.9% |
| 1Y | +30.2% | +21.3% | +8.9% | +11.8% |
| 3Y | +392.2% | +241.1% | +151.2% | +123.5% |
| 5Y | +645.2% | +549.2% | +96.0% | +113.4% |
| All | +645.2% | +544.7% | +100.5% | +113.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling