+1,474.6%
HWM vs XHB
+237.3%
+1,237.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.6% |
| 7D | +7.3% | -0.2% | +7.5% | +7.4% |
| 30D | +1.6% | +9.9% | -8.4% | -5.9% |
| 3M | -21.9% | -6.3% | -15.6% | -18.8% |
| 6M | -19.0% | +3.8% | -22.9% | -22.7% |
| YTD | +7.9% | +0.1% | +7.8% | +5.1% |
| 1Y | +9.9% | -0.8% | +10.7% | +7.4% |
| 3Y | +342.1% | +35.6% | +306.5% | +214.1% |
| 5Y | +600.8% | +29.6% | +571.2% | +403.1% |
| All | +1,474.6% | +237.3% | +1,237.3% | +341.0% |
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