+741.5%
HWM vs ENB
+69.5%
+672.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -11.0% | -2.2% | -8.8% | -9.9% |
| 3M | +4.0% | -10.5% | +14.5% | +10.1% |
| 6M | -0.2% | -5.1% | +4.8% | +1.6% |
| YTD | +26.7% | +9.0% | +17.7% | +18.1% |
| 1Y | +44.7% | +8.2% | +36.5% | +35.3% |
| 3Y | +426.1% | +67.8% | +358.3% | +262.5% |
| All | +741.5% | +69.5% | +672.0% | +468.7% |
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 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