+608.0%
HWM vs ESTC
-49.1%
+657.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | +11.1% | +5.8% | +5.4% | +10.4% |
| 30D | +3.0% | -5.6% | +8.5% | +3.5% |
| 3M | -20.7% | +15.4% | -36.1% | -22.6% |
| 6M | -17.2% | +77.8% | -95.0% | -23.9% |
| YTD | +9.1% | +18.1% | -9.0% | +5.1% |
| 1Y | +9.0% | -3.7% | +12.7% | +8.1% |
| 3Y | +353.8% | +16.9% | +337.0% | +321.3% |
| 5Y | +608.0% | -51.2% | +659.3% | +513.1% |
| All | +608.0% | -49.1% | +657.2% | +513.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling