+325.8%
HWM vs EXEL
+231.1%
+94.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.2% |
| 7D | +3.3% | +0.3% | +3.0% | +3.4% |
| 30D | -7.6% | +19.0% | -26.7% | -10.0% |
| 3M | -28.9% | +33.3% | -62.2% | -32.0% |
| 6M | -19.7% | +42.9% | -62.5% | -24.1% |
| YTD | +0.5% | +58.7% | -58.2% | -6.8% |
| 1Y | +0.3% | +70.5% | -70.3% | -8.0% |
| 3Y | +325.8% | +233.8% | +92.0% | +249.5% |
| All | +325.8% | +231.1% | +94.7% | +249.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling