+202.4%
XOM vs HWM
+1,330.2%
-1,127.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.8% | +2.1% |
| 7D | 0.0% | -8.0% | +8.1% | +2.3% |
| 30D | +3.4% | -18.0% | +21.5% | +9.3% |
| 3M | +11.0% | -9.5% | +20.5% | +13.3% |
| 6M | +10.6% | -8.4% | +19.0% | +11.0% |
| YTD | +39.2% | +13.6% | +25.6% | +29.4% |
| 1Y | +52.7% | +30.2% | +22.5% | +34.9% |
| 3Y | +56.8% | +392.2% | -335.5% | -18.1% |
| 5Y | +261.8% | +645.2% | -383.4% | +58.3% |
| All | +202.4% | +1,330.2% | -1,127.8% | -0.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling