+1,581.2%
HWM vs ESI
+424.5%
+1,156.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | -8.0% | +3.9% | -12.0% | -9.9% |
| 30D | -18.0% | -3.8% | -14.2% | -16.7% |
| 3M | -9.5% | -13.1% | +3.6% | -4.5% |
| 6M | -8.4% | +11.3% | -19.7% | -16.8% |
| YTD | +13.6% | +44.1% | -30.5% | -11.4% |
| 1Y | +30.2% | +40.3% | -10.1% | +2.0% |
| 3Y | +392.2% | +84.1% | +308.2% | +214.3% |
| 5Y | +645.2% | +75.8% | +569.4% | +374.6% |
| All | +1,581.2% | +424.5% | +1,156.7% | +561.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling