+1,573.3%
HWM vs EXEL
+445.6%
+1,127.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.3% | -8.4% | -10.3% |
| 7D | -9.2% | +1.4% | -10.5% | -9.4% |
| 30D | -17.9% | +6.7% | -24.5% | -18.9% |
| 3M | -6.0% | +11.5% | -17.5% | -8.2% |
| 6M | -7.4% | +38.8% | -46.1% | -13.5% |
| YTD | +13.1% | +31.6% | -18.5% | +6.5% |
| 1Y | +29.3% | +53.0% | -23.7% | +17.7% |
| 3Y | +389.9% | +160.8% | +229.1% | +290.5% |
| 5Y | +655.5% | +190.1% | +465.4% | +478.7% |
| All | +1,573.3% | +445.6% | +1,127.7% | +1,017.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling