+1,547.2%
HWM vs ET
+229.1%
+1,318.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | -12.5% | +1.4% | -13.9% | -13.1% |
| 30D | -19.0% | +4.6% | -23.6% | -20.8% |
| 3M | -8.6% | +16.0% | -24.6% | -15.3% |
| 6M | -10.2% | +22.8% | -33.0% | -19.5% |
| YTD | +11.3% | +38.9% | -27.5% | -6.3% |
| 1Y | +24.3% | +34.1% | -9.8% | +6.2% |
| 3Y | +382.3% | +98.8% | +283.4% | +240.0% |
| 5Y | +640.6% | +246.8% | +393.8% | +294.5% |
| All | +1,547.2% | +229.1% | +1,318.1% | +723.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling