+0.3%
HWM vs ESTC
-2.5%
+2.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +2.5% |
| 7D | +3.3% | -11.5% | +14.8% | +2.9% |
| 30D | -7.6% | -7.5% | -0.1% | -7.8% |
| 3M | -28.9% | +23.1% | -52.0% | -27.8% |
| 6M | -19.7% | +75.3% | -94.9% | -17.0% |
| YTD | +0.5% | +14.1% | -13.6% | +4.6% |
| 1Y | +0.3% | -0.6% | +0.8% | +4.9% |
| All | +0.3% | -2.5% | +2.7% | +4.9% |
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