+1,573.3%
HWM vs ENB
+106.5%
+1,466.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.8% | -11.5% | -11.2% |
| 7D | -9.2% | -0.5% | -8.7% | -8.9% |
| 30D | -17.9% | -0.2% | -17.7% | -17.8% |
| 3M | -6.0% | -7.5% | +1.5% | -1.7% |
| 6M | -7.4% | -4.1% | -3.2% | -5.9% |
| YTD | +13.1% | +9.8% | +3.3% | +4.4% |
| 1Y | +29.3% | +8.7% | +20.6% | +19.9% |
| 3Y | +389.9% | +79.0% | +310.9% | +216.4% |
| 5Y | +655.5% | +69.1% | +586.4% | +404.1% |
| All | +1,573.3% | +106.5% | +1,466.8% | +810.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling