+1,524.1%
HWM vs EXPD
+304.0%
+1,220.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.6% |
| 7D | +3.4% | -7.2% | +10.5% | +7.4% |
| 30D | -7.5% | -3.3% | -4.3% | -5.9% |
| 3M | -28.9% | +3.4% | -32.3% | -30.1% |
| 6M | -19.6% | +22.7% | -42.3% | -27.8% |
| YTD | +0.6% | +24.5% | -23.9% | -12.5% |
| 1Y | +0.3% | +38.6% | -38.3% | -18.0% |
| 3Y | +326.1% | +71.5% | +254.6% | +194.0% |
| 5Y | +525.2% | +56.2% | +468.9% | +343.7% |
| All | +1,524.1% | +304.0% | +1,220.1% | +454.5% |
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