+1,352.0%
HWM vs EXPD
+313.3%
+1,038.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.5% | -1.5% | -3.7% |
| 7D | -2.4% | -4.8% | +2.4% | +0.1% |
| 30D | -13.3% | -1.5% | -11.7% | -12.5% |
| 3M | -31.0% | +4.1% | -35.1% | -32.4% |
| 6M | -17.1% | +24.0% | -41.2% | -25.9% |
| YTD | -1.9% | +27.4% | -29.3% | -15.5% |
| 1Y | -2.4% | +38.4% | -40.8% | -20.0% |
| 3Y | +322.2% | +73.2% | +249.0% | +190.7% |
| 5Y | +509.8% | +59.9% | +450.0% | +328.4% |
| 10Y | +1,453.8% | +319.9% | +1,133.9% | +428.6% |
| All | +1,352.0% | +313.3% | +1,038.6% | +394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling