+1,773.8%
HWM vs ET
+225.6%
+1,548.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.7% | -0.6% |
| 7D | -2.1% | +0.9% | -3.0% | -2.6% |
| 30D | -11.0% | +7.5% | -18.5% | -14.1% |
| 3M | +4.0% | +11.4% | -7.4% | -1.7% |
| 6M | -0.2% | +18.5% | -18.8% | -9.0% |
| YTD | +26.7% | +37.4% | -10.7% | +7.1% |
| 1Y | +44.7% | +30.9% | +13.8% | +25.2% |
| 3Y | +426.1% | +98.7% | +327.4% | +270.8% |
| 5Y | +738.5% | +230.7% | +507.8% | +356.8% |
| All | +1,773.8% | +225.6% | +1,548.2% | +841.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling