+1,490.9%
HWM vs EXPE
+126.2%
+1,364.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.6% |
| 7D | +11.1% | -4.2% | +15.3% | +12.8% |
| 30D | +3.0% | -4.5% | +7.5% | +3.4% |
| 3M | -20.7% | -19.7% | -1.0% | -15.4% |
| 6M | -17.2% | +18.3% | -35.5% | -24.6% |
| YTD | +9.1% | -7.3% | +16.4% | +5.7% |
| 1Y | +9.0% | -3.9% | +12.9% | +3.7% |
| 3Y | +353.8% | +123.0% | +230.8% | +177.6% |
| 5Y | +608.0% | +47.9% | +560.1% | +386.1% |
| All | +1,490.9% | +126.2% | +1,364.7% | +575.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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