+1,573.3%
HWM vs ETR
+329.6%
+1,243.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.2% | -11.9% | -11.3% |
| 7D | -9.2% | +1.4% | -10.6% | -9.9% |
| 30D | -17.9% | +1.9% | -19.7% | -18.7% |
| 3M | -6.0% | +1.0% | -7.0% | -6.8% |
| 6M | -7.4% | +4.8% | -12.2% | -10.4% |
| YTD | +13.1% | +19.5% | -6.4% | +2.3% |
| 1Y | +29.3% | +28.1% | +1.2% | +12.6% |
| 3Y | +389.9% | +151.1% | +238.8% | +191.1% |
| 5Y | +655.5% | +125.2% | +530.4% | +368.6% |
| All | +1,573.3% | +329.6% | +1,243.7% | +813.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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