+205.4%
XOM vs HWM
+1,487.1%
-1,281.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | +2.8% | +7.3% | -4.4% | +0.7% |
| 30D | -3.6% | +1.6% | -5.2% | -4.6% |
| 3M | +8.2% | -21.9% | +30.1% | +15.3% |
| 6M | +14.0% | -19.0% | +33.1% | +19.3% |
| YTD | +44.6% | +7.9% | +36.7% | +35.5% |
| 1Y | +47.8% | +9.9% | +37.8% | +37.4% |
| 3Y | +79.6% | +342.1% | -262.6% | -3.5% |
| 5Y | +214.3% | +600.8% | -386.5% | +38.8% |
| All | +205.4% | +1,487.1% | -1,281.7% | +0.4% |
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