+1,773.8%
HWM vs EXEL
+458.3%
+1,315.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -2.1% | +8.4% | -10.5% | -3.6% |
| 30D | -11.0% | +4.1% | -15.1% | -11.8% |
| 3M | +4.0% | +12.4% | -8.4% | +1.5% |
| 6M | -0.2% | +41.5% | -41.8% | -7.2% |
| YTD | +26.7% | +34.6% | -8.0% | +18.7% |
| 1Y | +44.7% | +57.9% | -13.1% | +30.9% |
| 3Y | +426.1% | +159.5% | +266.6% | +319.7% |
| 5Y | +738.5% | +198.5% | +540.0% | +538.4% |
| All | +1,773.8% | +458.3% | +1,315.5% | +1,145.6% |
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 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