+1,523.0%
HWM vs EXPD
+304.0%
+1,219.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +3.6% |
| 7D | +3.3% | -7.2% | +10.5% | +7.3% |
| 30D | -7.6% | -3.3% | -4.3% | -6.0% |
| 3M | -28.9% | +3.4% | -32.3% | -30.1% |
| 6M | -19.7% | +22.7% | -42.4% | -27.8% |
| YTD | +0.5% | +24.5% | -24.0% | -12.5% |
| 1Y | +0.3% | +38.6% | -38.4% | -18.1% |
| 3Y | +325.8% | +71.5% | +254.3% | +193.8% |
| 5Y | +524.7% | +56.2% | +468.5% | +343.3% |
| All | +1,523.0% | +304.0% | +1,219.0% | +454.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 10y: compounded portfolio wealth divided by compounded EXPD 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…
10y analysis · Full analysis span regression · 6 months rolling