+9.9%
HWM vs MXL
+277.9%
-268.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.4% | +4.4% | -0.8% |
| 7D | +7.3% | +13.4% | -6.1% | +6.7% |
| 30D | +1.6% | -29.2% | +30.8% | +2.2% |
| 3M | -21.9% | -27.2% | +5.4% | -21.4% |
| 6M | -19.0% | -36.4% | +17.4% | -18.8% |
| YTD | +7.9% | +220.0% | -212.1% | -6.3% |
| 1Y | +9.9% | +304.8% | -294.9% | -4.4% |
| All | +9.9% | +277.9% | -268.0% | -4.4% |
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