+640.6%
HWM vs MXL
+29.7%
+610.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.7% |
| 7D | -12.5% | +16.6% | -29.1% | -14.0% |
| 30D | -19.0% | +0.5% | -19.5% | -19.4% |
| 3M | -8.6% | -3.6% | -5.0% | -10.5% |
| 6M | -10.2% | +328.0% | -338.2% | -32.5% |
| YTD | +11.3% | +297.8% | -286.5% | -15.7% |
| 1Y | +24.3% | +339.4% | -315.2% | -8.2% |
| 3Y | +382.3% | +201.7% | +180.5% | +245.3% |
| 5Y | +640.6% | +32.8% | +607.9% | +521.1% |
| All | +640.6% | +29.7% | +610.9% | +521.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling