+1,513.6%
HWM vs EME
+1,033.8%
+479.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +11.1% | +11.3% | -0.2% | +4.5% |
| 30D | +3.0% | -14.6% | +17.5% | +12.5% |
| 3M | -20.7% | -20.4% | -0.3% | -10.4% |
| 6M | -17.2% | -28.3% | +11.1% | -2.4% |
| YTD | +9.1% | +8.6% | +0.5% | -0.8% |
| 1Y | +9.0% | +3.2% | +5.8% | +2.0% |
| 3Y | +353.8% | +216.8% | +137.1% | +90.8% |
| 5Y | +608.0% | +417.5% | +190.6% | +107.5% |
| 10Y | +1,510.3% | +922.2% | +588.1% | +196.7% |
| All | +1,513.6% | +1,033.8% | +479.8% | +187.5% |
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