+441.1%
HWM vs EXPE
+176.2%
+264.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -2.1% | -9.5% | +7.4% | -0.7% |
| 30D | -11.0% | -6.6% | -4.4% | -10.2% |
| 3M | +4.0% | +31.4% | -27.3% | -0.9% |
| 6M | -0.2% | +35.2% | -35.4% | -5.9% |
| YTD | +26.7% | +5.8% | +20.8% | +24.0% |
| 1Y | +44.7% | +38.7% | +6.0% | +32.6% |
| All | +441.1% | +176.2% | +264.9% | +337.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling