+1,523.0%
HWM vs ES
+85.7%
+1,437.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.3% | +3.4% |
| 7D | +3.3% | +1.9% | +1.4% | +2.5% |
| 30D | -7.6% | +7.1% | -14.7% | -10.1% |
| 3M | -28.9% | -1.9% | -27.0% | -28.7% |
| 6M | -19.7% | +4.4% | -24.0% | -21.5% |
| YTD | +0.5% | +7.3% | -6.8% | -2.9% |
| 1Y | +0.3% | +2.1% | -1.9% | -1.9% |
| 3Y | +325.8% | +41.8% | +284.0% | +252.5% |
| 5Y | +524.7% | +1.4% | +523.3% | +497.8% |
| All | +1,523.0% | +85.7% | +1,437.3% | +1,297.6% |
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