+342.1%
HWM vs EXE
+21.0%
+321.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.2% |
| 7D | +7.3% | +5.3% | +2.0% | +6.1% |
| 30D | +1.6% | -2.2% | +3.8% | +2.0% |
| 3M | -21.9% | -5.9% | -16.0% | -21.0% |
| 6M | -19.0% | -5.7% | -13.3% | -18.4% |
| YTD | +7.9% | -17.8% | +25.8% | +12.4% |
| 1Y | +9.9% | -23.1% | +33.1% | +16.9% |
| 3Y | +342.1% | +21.2% | +321.0% | +318.2% |
| All | +342.1% | +21.0% | +321.2% | +318.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling