+741.5%
HWM vs ESI
+72.3%
+669.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.7% |
| 7D | -2.1% | +3.3% | -5.4% | -3.6% |
| 30D | -11.0% | -5.9% | -5.1% | -9.0% |
| 3M | +4.0% | -14.1% | +18.1% | +9.1% |
| 6M | -0.2% | +6.6% | -6.8% | -6.2% |
| YTD | +26.7% | +45.0% | -18.4% | +2.4% |
| 1Y | +44.7% | +41.5% | +3.3% | +17.4% |
| 3Y | +426.1% | +78.8% | +347.3% | +261.8% |
| All | +741.5% | +72.3% | +669.1% | +470.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling