+4.4%
HWM vs MXL
+276.5%
-272.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -11.1% | +6.8% | -4.0% |
| 7D | +9.4% | -24.3% | +33.8% | +10.2% |
| 30D | -7.0% | -46.1% | +39.1% | -5.7% |
| 3M | -25.9% | -21.8% | -4.0% | -25.4% |
| 6M | -10.8% | -27.2% | +16.4% | -10.5% |
| YTD | +4.3% | +226.2% | -221.8% | -10.0% |
| 1Y | +4.4% | +297.0% | -292.6% | -13.1% |
| All | +4.4% | +276.5% | -272.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling