-19.7%
HWM vs ENB
-11.9%
-7.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +5.0% | +2.1% |
| 7D | +3.3% | -5.2% | +8.5% | +2.7% |
| 30D | -7.6% | +2.2% | -9.8% | -7.3% |
| 3M | -28.9% | -8.1% | -20.9% | -29.6% |
| 6M | -19.7% | -11.2% | -8.5% | -20.9% |
| All | -19.7% | -11.9% | -7.8% | -20.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling