+1,773.8%
HWM vs EME
+1,189.5%
+584.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.5% |
| 7D | -2.1% | +1.9% | -4.0% | -3.1% |
| 30D | -11.0% | -8.3% | -2.7% | -6.8% |
| 3M | +4.0% | -10.7% | +14.8% | +8.7% |
| 6M | -0.2% | +1.9% | -2.1% | -4.1% |
| YTD | +26.7% | +23.5% | +3.2% | +7.7% |
| 1Y | +44.7% | +18.0% | +26.8% | +23.2% |
| 3Y | +426.1% | +236.1% | +190.0% | +115.8% |
| 5Y | +738.5% | +527.9% | +210.6% | +119.1% |
| All | +1,773.8% | +1,189.5% | +584.3% | +212.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling