+1,773.8%
HWM vs EXPD
+313.2%
+1,460.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.9% |
| 7D | -2.1% | -1.1% | -1.0% | -1.6% |
| 30D | -11.0% | +4.1% | -15.1% | -12.8% |
| 3M | +4.0% | +17.9% | -13.9% | -4.6% |
| 6M | -0.2% | +29.2% | -29.5% | -13.2% |
| YTD | +26.7% | +27.4% | -0.7% | +8.9% |
| 1Y | +44.7% | +56.8% | -12.1% | +9.7% |
| 3Y | +426.1% | +68.0% | +358.1% | +268.9% |
| 5Y | +738.5% | +61.9% | +676.6% | +476.7% |
| All | +1,773.8% | +313.2% | +1,460.6% | +538.3% |
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