+1,579.2%
HWM vs ENB
+99.8%
+1,479.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.4% |
| 7D | +1.6% | -3.7% | +5.3% | +4.1% |
| 30D | -3.9% | +1.7% | -5.7% | -5.2% |
| 3M | -23.2% | -6.3% | -16.9% | -20.2% |
| 6M | -20.0% | -9.2% | -10.8% | -15.7% |
| YTD | +5.7% | +3.1% | +2.6% | +1.4% |
| 1Y | +4.9% | +3.4% | +1.5% | +0.3% |
| 3Y | +347.0% | +68.9% | +278.1% | +199.3% |
| 5Y | +563.0% | +51.7% | +511.3% | +374.4% |
| 10Y | +1,579.2% | +98.3% | +1,480.8% | +848.7% |
| All | +1,579.2% | +99.8% | +1,479.4% | +848.7% |
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