-17.2%
HWM vs XE
-65.3%
+48.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.5% |
| 7D | +11.1% | +25.1% | -14.0% | +10.0% |
| 30D | +3.0% | -11.5% | +14.4% | +2.6% |
| 3M | -20.7% | -44.7% | +23.9% | -20.5% |
| 6M | -17.2% | -64.5% | +47.3% | -16.3% |
| All | -17.2% | -65.3% | +48.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 6mo: compounded portfolio wealth divided by compounded XE 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…
6mo analysis · Full analysis span regression · 6 months rolling