+212.6%
XOM vs HWM
+1,272.7%
-1,060.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +2.7% | +11.1% | -8.4% | -0.5% |
| 30D | -2.5% | +3.0% | -5.4% | -3.9% |
| 3M | +7.0% | -20.7% | +27.7% | +13.4% |
| 6M | +14.2% | -17.2% | +31.4% | +18.6% |
| YTD | +43.9% | +9.1% | +34.9% | +34.5% |
| 1Y | +47.9% | +9.0% | +38.9% | +38.0% |
| 3Y | +80.6% | +353.8% | -273.3% | -3.5% |
| 5Y | +212.8% | +608.0% | -395.3% | +38.4% |
| 10Y | +202.6% | +1,510.3% | -1,307.7% | -0.1% |
| All | +212.6% | +1,272.7% | -1,060.1% | +3.2% |
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