+202.9%
XOM vs HWM
+1,247.7%
-1,044.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -7.3% | -1.8% | -5.6% | -6.9% |
| 30D | -2.6% | -2.7% | 0.0% | -2.4% |
| 3M | +3.6% | -22.7% | +26.3% | +10.7% |
| 6M | +15.3% | -18.9% | +34.2% | +20.5% |
| YTD | +39.4% | +7.1% | +32.3% | +31.0% |
| 1Y | +43.2% | +4.7% | +38.5% | +35.3% |
| 3Y | +74.9% | +345.6% | -270.6% | -6.0% |
| 5Y | +201.3% | +588.3% | -387.0% | +34.6% |
| 10Y | +188.5% | +1,516.2% | -1,327.7% | -4.4% |
| All | +202.9% | +1,247.7% | -1,044.9% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling