+536.9%
HWM vs EXPE
+43.3%
+493.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +3.5% |
| 7D | +3.3% | -9.3% | +12.6% | +5.2% |
| 30D | -7.6% | +0.1% | -7.8% | -8.3% |
| 3M | -28.9% | -15.3% | -13.6% | -26.9% |
| 6M | -19.7% | +5.5% | -25.1% | -22.1% |
| YTD | +0.5% | -8.0% | +8.5% | -0.6% |
| 1Y | +0.3% | +18.9% | -18.6% | -8.4% |
| 3Y | +325.8% | +135.5% | +190.3% | +204.3% |
| All | +536.9% | +43.3% | +493.6% | +429.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling