+1,516.8%
HWM vs EXPD
+337.7%
+1,179.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +0.8% |
| 7D | +5.0% | -1.6% | +6.5% | +5.8% |
| 30D | +1.5% | +0.6% | +0.9% | +1.3% |
| 3M | -20.3% | +9.8% | -30.1% | -23.9% |
| 6M | -18.0% | +25.8% | -43.8% | -27.2% |
| YTD | +9.5% | +31.3% | -21.8% | -7.2% |
| 1Y | +7.5% | +40.9% | -33.5% | -12.6% |
| 3Y | +355.7% | +74.7% | +280.9% | +213.2% |
| 5Y | +610.2% | +62.9% | +547.3% | +395.2% |
| 10Y | +1,516.8% | +334.3% | +1,182.4% | +453.2% |
| All | +1,516.8% | +337.7% | +1,179.0% | +453.2% |
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