+536.9%
HWM vs EXEL
+260.1%
+276.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +2.2% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | -7.6% | +19.0% | -26.7% | -10.5% |
| 3M | -28.9% | +33.3% | -62.2% | -32.6% |
| 6M | -19.7% | +42.9% | -62.5% | -25.0% |
| YTD | +0.5% | +58.7% | -58.2% | -8.2% |
| 1Y | +0.3% | +70.5% | -70.3% | -9.8% |
| 3Y | +325.8% | +233.8% | +92.0% | +225.1% |
| All | +536.9% | +260.1% | +276.9% | +365.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling