+741.5%
HWM vs ES
-5.6%
+747.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -2.1% | +0.3% | -2.4% | -2.1% |
| 30D | -11.0% | -2.0% | -9.0% | -10.6% |
| 3M | +4.0% | +1.7% | +2.4% | +3.5% |
| 6M | -0.2% | -3.5% | +3.3% | +0.3% |
| YTD | +26.7% | +7.9% | +18.7% | +24.3% |
| 1Y | +44.7% | +17.2% | +27.6% | +38.7% |
| 3Y | +426.1% | +29.3% | +396.8% | +383.8% |
| All | +741.5% | -5.6% | +747.1% | +739.0% |
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