+1,516.2%
HWM vs EXR
+205.9%
+1,310.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -1.8% | +1.7% | -3.5% | -2.4% |
| 30D | -2.7% | +18.0% | -20.7% | -8.4% |
| 3M | -22.7% | +9.7% | -32.4% | -25.4% |
| 6M | -18.9% | +13.4% | -32.4% | -23.0% |
| YTD | +7.1% | +26.3% | -19.2% | -2.0% |
| 1Y | +4.7% | +27.6% | -22.9% | -4.6% |
| 3Y | +345.6% | +52.2% | +293.4% | +265.6% |
| 5Y | +588.3% | -1.1% | +589.3% | +557.9% |
| 10Y | +1,516.2% | +216.8% | +1,299.3% | +905.1% |
| All | +1,516.2% | +205.9% | +1,310.3% | +905.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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