+44.7%
HWM vs EXE
+3.1%
+41.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | -2.1% | -0.3% | -1.9% | -2.1% |
| 30D | -11.0% | +8.5% | -19.4% | -10.6% |
| 3M | +4.0% | +5.5% | -1.4% | +4.6% |
| 6M | -0.2% | -5.9% | +5.7% | +0.5% |
| YTD | +26.7% | -9.7% | +36.4% | +28.0% |
| 1Y | +44.7% | +3.6% | +41.1% | +48.9% |
| All | +44.7% | +3.1% | +41.6% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling