+1,516.8%
HWM vs ES
+92.3%
+1,424.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.3% | +0.9% | +1.8% |
| 7D | +5.0% | +0.1% | +4.8% | +4.8% |
| 30D | +1.5% | +6.7% | -5.2% | -1.1% |
| 3M | -20.3% | +0.3% | -20.7% | -20.7% |
| 6M | -18.0% | +7.4% | -25.4% | -20.7% |
| YTD | +9.5% | +8.4% | +1.1% | +5.3% |
| 1Y | +7.5% | +0.6% | +6.8% | +5.7% |
| 3Y | +355.7% | +50.6% | +305.0% | +266.5% |
| 5Y | +610.2% | +4.8% | +605.4% | +569.3% |
| 10Y | +1,516.8% | +93.1% | +1,423.7% | +1,224.3% |
| All | +1,516.8% | +92.3% | +1,424.4% | +1,224.3% |
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