+1,388.5%
HWM vs ENB
+91.8%
+1,296.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +5.1% | +4.2% |
| 7D | +3.4% | -5.2% | +8.6% | +7.0% |
| 30D | -7.5% | +2.2% | -9.7% | -9.0% |
| 3M | -28.9% | -8.1% | -20.8% | -25.1% |
| 6M | -19.6% | -11.2% | -8.4% | -14.1% |
| YTD | +0.6% | +2.0% | -1.4% | -2.8% |
| 1Y | +0.3% | +4.1% | -3.7% | -4.5% |
| 3Y | +326.1% | +64.7% | +261.4% | +190.3% |
| 5Y | +525.2% | +46.6% | +478.6% | +358.2% |
| 10Y | +1,492.9% | +102.7% | +1,390.2% | +793.3% |
| All | +1,388.5% | +91.8% | +1,296.6% | +747.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling