+389.9%
HWM vs ET
+96.2%
+293.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | 0.0% | -10.7% | -10.7% |
| 7D | -9.2% | +0.4% | -9.6% | -9.4% |
| 30D | -17.9% | +6.9% | -24.7% | -20.7% |
| 3M | -6.0% | +13.1% | -19.1% | -12.3% |
| 6M | -7.4% | +18.7% | -26.1% | -16.7% |
| YTD | +13.1% | +37.4% | -24.3% | -7.8% |
| 1Y | +29.3% | +34.8% | -5.5% | +6.5% |
| 3Y | +389.9% | +96.8% | +293.1% | +225.6% |
| All | +389.9% | +96.2% | +293.7% | +225.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling