+655.5%
HWM vs ETR
+129.9%
+525.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.2% | -11.9% | -11.1% |
| 7D | -9.2% | +1.4% | -10.6% | -9.7% |
| 30D | -17.9% | +1.9% | -19.7% | -18.5% |
| 3M | -6.0% | +1.0% | -7.0% | -6.6% |
| 6M | -7.4% | +4.8% | -12.2% | -9.6% |
| YTD | +13.1% | +19.5% | -6.4% | +4.8% |
| 1Y | +29.3% | +28.1% | +1.2% | +16.4% |
| 3Y | +389.9% | +151.1% | +238.8% | +237.6% |
| 5Y | +655.5% | +125.2% | +530.4% | +410.7% |
| All | +655.5% | +129.9% | +525.6% | +410.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling