+1,387.4%
HWM vs EXEL
+558.2%
+829.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 3M | -28.9% | +33.3% | -62.2% | -32.9% |
| 6M | -19.7% | +42.9% | -62.5% | -25.4% |
| YTD | +0.5% | +58.7% | -58.2% | -8.8% |
| 1Y | +0.3% | +70.5% | -70.3% | -10.4% |
| 3Y | +325.8% | +233.8% | +92.0% | +224.0% |
| 5Y | +524.7% | +259.3% | +265.4% | +359.7% |
| 10Y | +1,491.8% | +484.1% | +1,007.6% | +935.9% |
| All | +1,387.4% | +558.2% | +829.3% | +857.2% |
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