+52.6%
XOM vs HWM
+5.4%
+47.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.3% | -5.4% |
| 7D | -7.0% | +9.4% | -16.4% | -5.1% |
| 30D | +3.2% | -7.0% | +10.2% | +2.0% |
| 3M | +10.7% | -25.9% | +36.5% | +4.1% |
| 6M | +11.6% | -10.8% | +22.4% | +10.7% |
| YTD | +43.5% | +4.3% | +39.2% | +40.6% |
| 1Y | +52.6% | +4.4% | +48.2% | +50.8% |
| All | +52.6% | +5.4% | +47.2% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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