+741.5%
HWM vs EXPE
+111.8%
+629.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -2.1% | -9.5% | +7.4% | +0.2% |
| 30D | -11.0% | -6.6% | -4.4% | -9.8% |
| 3M | +4.0% | +31.4% | -27.3% | -3.4% |
| 6M | -0.2% | +35.2% | -35.4% | -8.8% |
| YTD | +26.7% | +5.8% | +20.8% | +22.0% |
| 1Y | +44.7% | +38.7% | +6.0% | +27.6% |
| 3Y | +426.1% | +175.8% | +250.3% | +260.5% |
| All | +741.5% | +111.8% | +629.7% | +492.4% |
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 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