+536.9%
HWM vs EXR
-0.3%
+537.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +3.3% | +5.2% | -1.9% | +1.7% |
| 30D | -7.6% | +20.9% | -28.5% | -12.8% |
| 3M | -28.9% | +7.7% | -36.6% | -30.6% |
| 6M | -19.7% | +13.2% | -32.8% | -23.0% |
| YTD | +0.5% | +26.5% | -25.9% | -6.7% |
| 1Y | +0.3% | +27.2% | -26.9% | -7.2% |
| 3Y | +325.8% | +71.5% | +254.3% | +242.2% |
| All | +536.9% | -0.3% | +537.3% | +474.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling