+1,573.3%
HWM vs EXPE
+122.4%
+1,450.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -7.9% | -2.8% | -7.7% |
| 7D | -9.2% | -9.8% | +0.6% | -5.4% |
| 30D | -17.9% | -11.5% | -6.4% | -14.2% |
| 3M | -6.0% | +21.7% | -27.8% | -13.9% |
| 6M | -7.4% | +10.4% | -17.7% | -12.5% |
| YTD | +13.1% | -2.5% | +15.6% | +9.4% |
| 1Y | +29.3% | +27.3% | +2.0% | +9.8% |
| 3Y | +389.9% | +153.5% | +236.4% | +184.7% |
| 5Y | +655.5% | +91.1% | +564.4% | +359.4% |
| All | +1,573.3% | +122.4% | +1,450.9% | +638.5% |
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