+1,387.4%
HWM vs EXPE
+110.0%
+1,277.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +4.2% |
| 7D | +3.3% | -9.3% | +12.6% | +6.2% |
| 30D | -7.6% | +0.1% | -7.8% | -8.9% |
| 3M | -28.9% | -15.3% | -13.6% | -25.7% |
| 6M | -19.7% | +5.5% | -25.1% | -23.7% |
| YTD | +0.5% | -8.0% | +8.5% | -2.3% |
| 1Y | +0.3% | +18.9% | -18.6% | -13.5% |
| 3Y | +325.8% | +135.5% | +190.3% | +153.6% |
| 5Y | +524.7% | +44.3% | +480.5% | +334.3% |
| 10Y | +1,491.8% | +117.7% | +1,374.0% | +605.0% |
| All | +1,387.4% | +110.0% | +1,277.4% | +559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling