+1,387.4%
HWM vs EW
+220.9%
+1,166.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | +3.3% | +11.0% | -7.7% | -0.7% |
| 30D | -7.6% | +19.1% | -26.7% | -13.4% |
| 3M | -28.9% | +14.4% | -43.3% | -32.5% |
| 6M | -19.7% | +22.8% | -42.4% | -26.0% |
| YTD | +0.5% | +19.8% | -19.3% | -6.9% |
| 1Y | +0.3% | +23.9% | -23.6% | -8.4% |
| 3Y | +325.8% | +52.2% | +273.6% | +233.7% |
| 5Y | +524.7% | -13.9% | +538.7% | +516.9% |
| 10Y | +1,491.8% | +241.9% | +1,249.9% | +810.7% |
| All | +1,387.4% | +220.9% | +1,166.6% | +759.1% |
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