+4.4%
HWM vs ESTC
+1.6%
+2.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.4% | -4.3% |
| 7D | +9.4% | -15.9% | +25.3% | +8.8% |
| 30D | -7.0% | -5.5% | -1.5% | -7.1% |
| 3M | -25.9% | +26.2% | -52.1% | -24.7% |
| 6M | -10.8% | +77.0% | -87.8% | -7.9% |
| YTD | +4.3% | +18.9% | -14.6% | +8.7% |
| 1Y | +4.4% | +1.3% | +3.1% | +9.8% |
| All | +4.4% | +1.6% | +2.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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