+1,516.2%
HWM vs ES
+87.3%
+1,428.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.8% | +0.9% | -2.6% | -2.2% |
| 30D | -2.7% | +5.9% | -8.6% | -5.0% |
| 3M | -22.7% | -1.0% | -21.7% | -22.7% |
| 6M | -18.9% | +7.2% | -26.1% | -21.5% |
| YTD | +7.1% | +7.0% | +0.1% | +3.5% |
| 1Y | +4.7% | +0.5% | +4.2% | +3.0% |
| 3Y | +345.6% | +48.7% | +296.9% | +260.1% |
| 5Y | +588.3% | +1.9% | +586.3% | +556.4% |
| 10Y | +1,516.2% | +89.2% | +1,427.0% | +1,241.6% |
| All | +1,516.2% | +87.3% | +1,428.8% | +1,241.6% |
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