+645.2%
HWM vs ET
+242.4%
+402.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -8.0% | +0.6% | -8.7% | -8.4% |
| 30D | -18.0% | +5.3% | -23.3% | -20.2% |
| 3M | -9.5% | +15.6% | -25.1% | -16.4% |
| 6M | -8.4% | +20.6% | -29.0% | -17.9% |
| YTD | +13.6% | +38.5% | -24.9% | -6.1% |
| 1Y | +30.2% | +35.7% | -5.5% | +8.7% |
| 3Y | +392.2% | +98.4% | +293.9% | +235.4% |
| 5Y | +645.2% | +245.3% | +399.9% | +296.6% |
| All | +645.2% | +242.4% | +402.8% | +296.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling