+1,484.2%
HWM vs EME
+1,004.1%
+480.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.0% |
| 7D | -1.8% | -8.8% | +7.0% | +3.3% |
| 30D | -2.7% | -18.2% | +15.5% | +9.0% |
| 3M | -22.7% | -20.2% | -2.5% | -12.9% |
| 6M | -18.9% | -29.9% | +11.0% | -3.2% |
| YTD | +7.1% | +5.7% | +1.4% | -1.1% |
| 1Y | +4.7% | -1.5% | +6.1% | +0.6% |
| 3Y | +345.6% | +208.4% | +137.1% | +90.2% |
| 5Y | +588.3% | +401.9% | +186.4% | +105.3% |
| 10Y | +1,516.2% | +914.2% | +601.9% | +200.9% |
| All | +1,484.2% | +1,004.1% | +480.1% | +186.6% |
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