+315.7%
HWM vs ES
+50.7%
+265.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.0% | -6.0% |
| 7D | -2.4% | +5.9% | -8.4% | -2.8% |
| 30D | -13.3% | +10.2% | -23.5% | -13.8% |
| 3M | -31.0% | +0.4% | -31.4% | -31.0% |
| 6M | -17.1% | +6.9% | -24.0% | -17.6% |
| YTD | -1.9% | +10.5% | -12.4% | -2.4% |
| 1Y | -2.4% | +3.2% | -5.6% | -2.8% |
| All | +315.7% | +50.7% | +265.0% | +308.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling