+1,579.2%
HWM vs EXR
+215.3%
+1,363.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.9% |
| 7D | +1.6% | +2.7% | -1.1% | +0.6% |
| 30D | -3.9% | +18.9% | -22.9% | -9.8% |
| 3M | -23.2% | +8.4% | -31.6% | -25.5% |
| 6M | -20.0% | +14.3% | -34.3% | -24.1% |
| YTD | +5.7% | +27.2% | -21.5% | -3.5% |
| 1Y | +4.9% | +25.9% | -21.1% | -4.0% |
| 3Y | +347.0% | +54.6% | +292.4% | +265.3% |
| 5Y | +563.0% | -0.6% | +563.6% | +533.2% |
| 10Y | +1,579.2% | +208.5% | +1,370.6% | +968.8% |
| All | +1,579.2% | +215.3% | +1,363.9% | +968.8% |
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