+348.5%
HWM vs MXL
+262.9%
+85.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +11.4% | -9.1% | +1.4% |
| 7D | +5.0% | +5.5% | -0.5% | +4.3% |
| 30D | +1.5% | -32.6% | +34.1% | +3.7% |
| 3M | -20.3% | -13.1% | -7.2% | -20.4% |
| 6M | -18.0% | -41.4% | +23.4% | -17.2% |
| YTD | +9.5% | +243.9% | -234.4% | -11.1% |
| 1Y | +7.5% | +305.1% | -297.6% | -14.9% |
| All | +348.5% | +262.9% | +85.6% | +242.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling