+325.8%
HWM vs ENB
+63.8%
+262.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +5.0% | +3.2% |
| 7D | +3.3% | -5.2% | +8.5% | +4.9% |
| 30D | -7.6% | +2.2% | -9.8% | -8.3% |
| 3M | -28.9% | -8.1% | -20.9% | -27.2% |
| 6M | -19.7% | -11.2% | -8.5% | -17.3% |
| YTD | +0.5% | +2.0% | -1.5% | -2.9% |
| 1Y | +0.3% | +4.1% | -3.8% | -4.1% |
| 3Y | +325.8% | +64.7% | +261.1% | +245.1% |
| All | +325.8% | +63.8% | +262.1% | +245.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling