+44.7%
HWM vs ESI
+44.5%
+0.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.2% |
| 7D | -2.1% | +3.3% | -5.4% | -3.0% |
| 30D | -11.0% | -5.9% | -5.1% | -9.7% |
| 3M | +4.0% | -14.1% | +18.1% | +6.9% |
| 6M | -0.2% | +6.6% | -6.8% | -4.6% |
| YTD | +26.7% | +45.0% | -18.4% | +9.5% |
| 1Y | +44.7% | +41.5% | +3.3% | +25.4% |
| All | +44.7% | +44.5% | +0.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling