+390.3%
HWM vs MXL
+209.6%
+180.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | 0.0% |
| 7D | -8.0% | +19.0% | -27.0% | -9.2% |
| 30D | -18.0% | +4.5% | -22.5% | -18.5% |
| 3M | -9.5% | -1.5% | -8.0% | -10.9% |
| 6M | -8.4% | +348.6% | -357.0% | -26.2% |
| YTD | +13.6% | +310.3% | -296.6% | -7.6% |
| 1Y | +30.2% | +344.7% | -314.5% | +4.1% |
| All | +390.3% | +209.6% | +180.7% | +288.0% |
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