+29.3%
HWM vs EXE
+3.8%
+25.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.3% | -11.0% | -10.7% |
| 7D | -9.2% | -1.8% | -7.4% | -9.2% |
| 30D | -17.9% | +6.4% | -24.3% | -17.6% |
| 3M | -6.0% | +9.2% | -15.3% | -5.5% |
| 6M | -7.4% | -7.0% | -0.4% | -6.6% |
| YTD | +13.1% | -9.5% | +22.6% | +14.3% |
| 1Y | +29.3% | +6.2% | +23.1% | +34.5% |
| All | +29.3% | +3.8% | +25.5% | +34.5% |
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