+1,548.1%
HWM vs EQX
+232.0%
+1,316.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -11.4% | -3.2% | -8.2% | -11.1% |
| 30D | -18.5% | +7.8% | -26.2% | -19.2% |
| 3M | -13.2% | +21.3% | -34.5% | -15.2% |
| 6M | -8.7% | -22.4% | +13.7% | -7.1% |
| YTD | +12.2% | -11.3% | +23.5% | +12.1% |
| 1Y | +24.9% | +13.5% | +11.4% | +21.5% |
| 3Y | +383.9% | +162.1% | +221.8% | +323.1% |
| 5Y | +646.1% | +84.2% | +562.0% | +550.9% |
| All | +1,548.1% | +232.0% | +1,316.1% | +1,475.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 10y: compounded portfolio wealth divided by compounded EQX 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…
10y analysis · Full analysis span regression · 6 months rolling