+47.8%
XOM vs HWM
+7.5%
+40.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.3% |
| 7D | +2.8% | +7.3% | -4.4% | +4.1% |
| 30D | -3.6% | +1.6% | -5.2% | -3.1% |
| 3M | +8.2% | -21.9% | +30.1% | +2.8% |
| 6M | +14.0% | -19.0% | +33.1% | +10.4% |
| YTD | +44.6% | +7.9% | +36.7% | +42.9% |
| 1Y | +47.8% | +9.9% | +37.8% | +46.7% |
| All | +47.8% | +7.5% | +40.3% | +46.7% |
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 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