+1,581.2%
HWM vs XHB
+242.0%
+1,339.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.6% |
| 7D | -8.0% | -1.9% | -6.1% | -6.6% |
| 30D | -18.0% | -8.3% | -9.7% | -12.7% |
| 3M | -9.5% | -7.1% | -2.4% | -5.3% |
| 6M | -8.4% | -5.3% | -3.1% | -5.8% |
| YTD | +13.6% | -3.2% | +16.8% | +14.4% |
| 1Y | +30.2% | -13.9% | +44.1% | +42.2% |
| 3Y | +392.2% | +24.9% | +367.3% | +275.3% |
| 5Y | +645.2% | +34.5% | +610.7% | +416.0% |
| All | +1,581.2% | +242.0% | +1,339.2% | +342.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling