+1,773.8%
HWM vs ES
+81.0%
+1,692.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -11.0% | -2.0% | -9.0% | -10.4% |
| 3M | +4.0% | +1.7% | +2.4% | +3.2% |
| 6M | -0.2% | -3.5% | +3.3% | +0.7% |
| YTD | +26.7% | +7.9% | +18.7% | +22.5% |
| 1Y | +44.7% | +17.2% | +27.6% | +34.5% |
| 3Y | +426.1% | +29.3% | +396.8% | +355.3% |
| 5Y | +738.5% | -5.7% | +744.3% | +733.7% |
| All | +1,773.8% | +81.0% | +1,692.8% | +1,499.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling