+24.3%
HWM vs ET
+35.8%
-11.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.0% |
| 7D | -12.5% | +1.4% | -13.9% | -12.3% |
| 30D | -19.0% | +4.6% | -23.6% | -18.4% |
| 3M | -8.6% | +16.0% | -24.6% | -6.1% |
| 6M | -10.2% | +22.8% | -33.0% | -8.6% |
| YTD | +11.3% | +38.9% | -27.5% | +11.1% |
| 1Y | +24.3% | +34.1% | -9.8% | +22.6% |
| All | +24.3% | +35.8% | -11.5% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling