+1,773.8%
HWM vs EW
+182.4%
+1,591.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -11.0% | +1.0% | -12.0% | -11.4% |
| 3M | +4.0% | +2.8% | +1.2% | +2.6% |
| 6M | -0.2% | +5.5% | -5.7% | -2.9% |
| YTD | +26.7% | +5.5% | +21.2% | +23.0% |
| 1Y | +44.7% | +11.0% | +33.7% | +37.5% |
| 3Y | +426.1% | +17.7% | +408.4% | +357.7% |
| 5Y | +738.5% | -25.7% | +764.3% | +774.7% |
| All | +1,773.8% | +182.4% | +1,591.4% | +1,035.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling