+1,579.2%
HWM vs EXEL
+445.6%
+1,133.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +1.9% | +4.4% |
| 7D | +1.6% | +2.3% | -0.7% | +1.2% |
| 30D | -3.9% | +19.8% | -23.8% | -7.4% |
| 3M | -23.2% | +32.7% | -55.9% | -27.5% |
| 6M | -20.0% | +49.0% | -68.9% | -26.3% |
| YTD | +5.7% | +63.7% | -58.0% | -4.9% |
| 1Y | +4.9% | +75.8% | -70.9% | -7.1% |
| 3Y | +347.0% | +241.3% | +105.7% | +235.7% |
| 5Y | +563.0% | +289.0% | +274.0% | +375.0% |
| 10Y | +1,579.2% | +377.6% | +1,201.5% | +1,008.6% |
| All | +1,579.2% | +445.6% | +1,133.6% | +1,008.6% |
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