+536.9%
HWM vs ENB
+46.5%
+490.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +5.0% | +3.7% |
| 7D | +3.3% | -5.2% | +8.5% | +6.1% |
| 30D | -7.6% | +2.2% | -9.8% | -8.8% |
| 3M | -28.9% | -8.1% | -20.9% | -25.9% |
| 6M | -19.7% | -11.2% | -8.5% | -15.4% |
| YTD | +0.5% | +2.0% | -1.5% | -3.1% |
| 1Y | +0.3% | +4.1% | -3.8% | -4.6% |
| 3Y | +325.8% | +64.7% | +261.1% | +196.2% |
| All | +536.9% | +46.5% | +490.4% | +396.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling