+4.4%
HWM vs EW
+19.7%
-15.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.4% | -8.7% | -5.2% |
| 7D | +9.4% | +8.3% | +1.1% | +7.6% |
| 30D | -7.0% | +13.9% | -20.9% | -9.4% |
| 3M | -25.9% | +10.9% | -36.8% | -27.4% |
| 6M | -10.8% | +19.2% | -30.1% | -13.8% |
| YTD | +4.3% | +16.6% | -12.2% | +2.9% |
| 1Y | +4.4% | +18.1% | -13.7% | +2.3% |
| All | +4.4% | +19.7% | -15.3% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling