+1,516.2%
HWM vs XHB
+248.4%
+1,267.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +3.2% |
| 7D | -1.8% | +1.2% | -2.9% | -2.9% |
| 30D | -2.7% | +8.9% | -11.6% | -9.2% |
| 3M | -22.7% | -4.2% | -18.6% | -21.1% |
| 6M | -18.9% | +1.4% | -20.3% | -21.2% |
| YTD | +7.1% | +1.2% | +5.9% | +3.5% |
| 1Y | +4.7% | -1.3% | +5.9% | +2.7% |
| 3Y | +345.6% | +36.6% | +309.0% | +215.2% |
| 5Y | +588.3% | +34.3% | +554.0% | +378.8% |
| 10Y | +1,516.2% | +241.1% | +1,275.1% | +349.7% |
| All | +1,516.2% | +248.4% | +1,267.7% | +349.7% |
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