+52.7%
XOM vs HWM
+30.4%
+22.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.8% | +2.3% |
| 7D | 0.0% | -8.0% | +8.1% | -1.3% |
| 30D | +3.4% | -18.0% | +21.5% | -0.2% |
| 3M | +11.0% | -9.5% | +20.5% | +9.8% |
| 6M | +10.6% | -8.4% | +19.0% | +11.3% |
| YTD | +39.2% | +13.6% | +25.6% | +37.5% |
| 1Y | +52.7% | +30.2% | +22.5% | +49.9% |
| All | +52.7% | +30.4% | +22.3% | +49.9% |
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