+1,388.5%
HWM vs EXEL
+558.2%
+830.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.3% | +2.3% |
| 7D | +3.4% | +0.3% | +3.1% | +3.4% |
| 30D | -7.5% | +19.0% | -26.6% | -10.6% |
| 3M | -28.9% | +33.3% | -62.2% | -32.8% |
| 6M | -19.6% | +42.9% | -62.5% | -25.3% |
| YTD | +0.6% | +58.7% | -58.1% | -8.7% |
| 1Y | +0.3% | +70.5% | -70.2% | -10.3% |
| 3Y | +326.1% | +233.8% | +92.3% | +224.3% |
| 5Y | +525.2% | +259.3% | +265.8% | +360.0% |
| 10Y | +1,492.9% | +484.1% | +1,008.7% | +936.6% |
| All | +1,388.5% | +558.2% | +830.3% | +857.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling