+193.6%
XOM vs HWM
+1,494.1%
-1,300.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +1.8% | -2.1% | +3.9% | +2.2% |
| 30D | +5.9% | -11.0% | +16.8% | +9.4% |
| 3M | +5.6% | +4.0% | +1.5% | +3.4% |
| 6M | +7.9% | -0.2% | +8.1% | +5.8% |
| YTD | +35.2% | +26.7% | +8.5% | +21.9% |
| 1Y | +46.0% | +44.7% | +1.3% | +25.3% |
| 3Y | +55.0% | +426.1% | -371.1% | -20.2% |
| 5Y | +246.3% | +738.5% | -492.2% | +46.5% |
| All | +193.6% | +1,494.1% | -1,300.4% | -6.5% |
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