+1,579.2%
HWM vs EW
+236.4%
+1,342.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.1% |
| 7D | +1.6% | +12.3% | -10.7% | -2.7% |
| 30D | -3.9% | +22.9% | -26.8% | -11.0% |
| 3M | -23.2% | +16.7% | -39.9% | -27.6% |
| 6M | -20.0% | +31.0% | -50.9% | -28.0% |
| YTD | +5.7% | +22.8% | -17.1% | -3.0% |
| 1Y | +4.9% | +25.6% | -20.7% | -4.6% |
| 3Y | +347.0% | +62.0% | +285.0% | +241.6% |
| 5Y | +563.0% | -12.8% | +575.8% | +553.2% |
| 10Y | +1,579.2% | +239.8% | +1,339.4% | +866.4% |
| All | +1,579.2% | +236.4% | +1,342.8% | +866.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling