+1,486.2%
HWM vs ESTC
+31.2%
+1,455.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.2% |
| 7D | -2.1% | -8.1% | +6.0% | -1.0% |
| 30D | -11.0% | +31.7% | -42.7% | -15.0% |
| 3M | +4.0% | +41.1% | -37.0% | -2.0% |
| 6M | -0.2% | +77.1% | -77.3% | -10.0% |
| YTD | +26.7% | +21.7% | +5.0% | +20.5% |
| 1Y | +44.7% | +8.4% | +36.3% | +39.6% |
| 3Y | +426.1% | +23.6% | +402.5% | +373.5% |
| 5Y | +738.5% | -46.5% | +785.0% | +724.4% |
| All | +1,486.2% | +31.2% | +1,455.1% | +1,021.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling