+325.8%
HWM vs EW
+51.9%
+273.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.3% |
| 7D | +3.3% | +11.0% | -7.7% | +1.8% |
| 30D | -7.6% | +19.1% | -26.7% | -9.7% |
| 3M | -28.9% | +14.4% | -43.3% | -30.2% |
| 6M | -19.7% | +22.8% | -42.4% | -21.9% |
| YTD | +0.5% | +19.8% | -19.3% | -2.0% |
| 1Y | +0.3% | +23.9% | -23.6% | -2.6% |
| 3Y | +325.8% | +52.2% | +273.6% | +299.6% |
| All | +325.8% | +51.9% | +273.9% | +299.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling