+1,490.9%
HWM vs ENB
+108.4%
+1,382.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | +11.1% | 0.0% | +11.1% | +11.1% |
| 30D | +3.0% | +1.4% | +1.6% | +1.9% |
| 3M | -20.7% | -5.2% | -15.5% | -18.2% |
| 6M | -17.2% | -9.9% | -7.3% | -12.2% |
| YTD | +9.1% | +4.7% | +4.4% | +3.6% |
| 1Y | +9.0% | +2.8% | +6.3% | +4.8% |
| 3Y | +353.8% | +71.3% | +282.5% | +200.4% |
| 5Y | +608.0% | +58.6% | +549.5% | +390.2% |
| All | +1,490.9% | +108.4% | +1,382.5% | +763.4% |
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