+248.3%
XOM vs HWM
+743.6%
-495.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | +1.8% | -2.1% | +3.9% | +2.0% |
| 30D | +5.9% | -11.0% | +16.8% | +7.8% |
| 3M | +5.6% | +4.0% | +1.5% | +4.3% |
| 6M | +7.9% | -0.2% | +8.1% | +6.9% |
| YTD | +35.2% | +26.7% | +8.5% | +26.1% |
| 1Y | +46.0% | +44.7% | +1.3% | +31.3% |
| 3Y | +55.0% | +426.1% | -371.1% | -10.0% |
| All | +248.3% | +743.6% | -495.3% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling