+1,474.6%
HWM vs EXPD
+335.0%
+1,139.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +7.3% | +5.5% | +1.8% | +4.5% |
| 30D | +1.6% | -0.8% | +2.4% | +2.1% |
| 3M | -21.9% | +4.1% | -26.0% | -23.4% |
| 6M | -19.0% | +25.7% | -44.7% | -28.1% |
| YTD | +7.9% | +31.4% | -23.5% | -8.5% |
| 1Y | +9.9% | +42.2% | -32.2% | -11.0% |
| 3Y | +342.1% | +77.2% | +264.9% | +201.3% |
| 5Y | +600.8% | +61.0% | +539.8% | +393.1% |
| All | +1,474.6% | +335.0% | +1,139.6% | +435.5% |
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