+1,490.9%
HWM vs ES
+96.6%
+1,394.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +11.1% | -1.1% | +12.2% | +11.5% |
| 30D | +3.0% | +8.2% | -5.2% | -0.2% |
| 3M | -20.7% | +0.6% | -21.3% | -21.2% |
| 6M | -17.2% | +6.0% | -23.2% | -19.5% |
| YTD | +9.1% | +9.3% | -0.3% | +4.6% |
| 1Y | +9.0% | +1.1% | +7.9% | +7.1% |
| 3Y | +353.8% | +51.9% | +301.9% | +263.9% |
| 5Y | +608.0% | +6.5% | +601.6% | +563.0% |
| All | +1,490.9% | +96.6% | +1,394.3% | +1,193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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