+326.1%
HWM vs ESI
+67.9%
+258.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.9% |
| 7D | +3.4% | -8.5% | +11.9% | +6.5% |
| 30D | -7.5% | -15.7% | +8.1% | -2.4% |
| 3M | -28.9% | -18.2% | -10.6% | -24.5% |
| 6M | -19.6% | -28.8% | +9.2% | -11.8% |
| YTD | +0.6% | +26.3% | -25.7% | -11.4% |
| 1Y | +0.3% | +18.2% | -17.9% | -9.7% |
| 3Y | +326.1% | +68.1% | +258.0% | +235.4% |
| All | +326.1% | +67.9% | +258.2% | +235.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling