+1,388.5%
HWM vs ESI
+359.5%
+1,028.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +1.5% |
| 7D | +3.4% | -8.5% | +11.9% | +8.2% |
| 30D | -7.5% | -15.7% | +8.1% | +0.5% |
| 3M | -28.9% | -18.2% | -10.6% | -22.1% |
| 6M | -19.6% | -28.8% | +9.2% | -7.3% |
| YTD | +0.6% | +26.3% | -25.7% | -16.7% |
| 1Y | +0.3% | +18.2% | -17.9% | -14.4% |
| 3Y | +326.1% | +68.1% | +258.0% | +182.8% |
| 5Y | +525.2% | +28.8% | +496.4% | +372.9% |
| 10Y | +1,492.9% | +329.8% | +1,163.0% | +564.6% |
| All | +1,388.5% | +359.5% | +1,028.9% | +521.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling