+675.4%
HWM vs EXE
+155.8%
+519.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.7% |
| 7D | +1.6% | -3.9% | +5.5% | +2.7% |
| 30D | -3.9% | -2.6% | -1.4% | -3.4% |
| 3M | -23.2% | -6.9% | -16.4% | -22.1% |
| 6M | -20.0% | -9.3% | -10.7% | -18.5% |
| YTD | +5.7% | -20.7% | +26.4% | +11.0% |
| 1Y | +4.9% | -21.8% | +26.7% | +10.3% |
| 3Y | +347.0% | +16.2% | +330.8% | +315.7% |
| 5Y | +563.0% | +61.1% | +501.9% | +440.5% |
| All | +675.4% | +155.8% | +519.6% | +410.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling