+577.9%
HWM vs EXR
-1.8%
+579.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +7.3% | -0.4% | +7.7% | +7.4% |
| 30D | +1.6% | +18.2% | -16.6% | -3.5% |
| 3M | -21.9% | +7.3% | -29.2% | -23.6% |
| 6M | -19.0% | +13.8% | -32.9% | -22.5% |
| YTD | +7.9% | +25.9% | -18.0% | +0.3% |
| 1Y | +9.9% | +25.8% | -15.9% | +2.2% |
| 3Y | +342.1% | +53.7% | +288.4% | +271.1% |
| All | +577.9% | -1.8% | +579.6% | +529.5% |
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