+563.0%
HWM vs ES
+2.9%
+560.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.5% |
| 30D | -3.9% | +5.7% | -9.7% | -5.2% |
| 3M | -23.2% | -2.8% | -20.4% | -22.9% |
| 6M | -20.0% | +7.0% | -26.9% | -21.5% |
| YTD | +5.7% | +6.8% | -1.1% | +3.8% |
| 1Y | +4.9% | -0.5% | +5.3% | +4.2% |
| 3Y | +347.0% | +47.2% | +299.8% | +287.4% |
| 5Y | +563.0% | +2.3% | +560.8% | +545.7% |
| All | +563.0% | +2.9% | +560.1% | +545.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling