+1,516.8%
HWM vs EW
+242.2%
+1,274.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.7% | +0.5% | +1.6% |
| 7D | +5.0% | +6.5% | -1.5% | +2.6% |
| 30D | +1.5% | +22.5% | -21.0% | -5.8% |
| 3M | -20.3% | +13.0% | -33.3% | -23.9% |
| 6M | -18.0% | +37.1% | -55.1% | -27.4% |
| YTD | +9.5% | +24.1% | -14.6% | +0.1% |
| 1Y | +7.5% | +24.2% | -16.8% | -1.8% |
| 3Y | +355.7% | +64.8% | +290.9% | +245.7% |
| 5Y | +610.2% | -7.4% | +617.6% | +579.1% |
| 10Y | +1,516.8% | +248.8% | +1,268.0% | +819.4% |
| All | +1,516.8% | +242.2% | +1,274.6% | +819.4% |
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