+1,524.1%
HWM vs EW
+236.3%
+1,287.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.0% |
| 7D | +3.4% | +11.0% | -7.6% | -0.6% |
| 30D | -7.5% | +19.1% | -26.6% | -13.4% |
| 3M | -28.9% | +14.4% | -43.2% | -32.4% |
| 6M | -19.6% | +22.8% | -42.4% | -25.9% |
| YTD | +0.6% | +19.8% | -19.2% | -6.8% |
| 1Y | +0.3% | +23.9% | -23.6% | -8.3% |
| 3Y | +326.1% | +52.2% | +273.9% | +234.2% |
| 5Y | +525.2% | -13.9% | +539.1% | +517.4% |
| All | +1,524.1% | +236.3% | +1,287.8% | +850.4% |
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