+1,352.0%
HWM vs ES
+85.4%
+1,266.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.0% | -6.6% |
| 7D | -2.4% | +5.9% | -8.4% | -4.5% |
| 30D | -13.3% | +10.2% | -23.5% | -16.4% |
| 3M | -31.0% | +0.4% | -31.4% | -31.3% |
| 6M | -17.1% | +6.9% | -24.0% | -19.7% |
| YTD | -1.9% | +10.5% | -12.4% | -6.1% |
| 1Y | -2.4% | +3.2% | -5.6% | -4.8% |
| 3Y | +322.2% | +49.0% | +273.1% | +242.8% |
| 5Y | +509.8% | +4.5% | +505.4% | +477.9% |
| 10Y | +1,453.8% | +92.3% | +1,361.5% | +1,211.3% |
| All | +1,352.0% | +85.4% | +1,266.5% | +1,125.3% |
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