+4.7%
HWM vs XHB
-1.4%
+6.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.4% |
| 7D | -1.8% | +1.2% | -2.9% | -2.3% |
| 30D | -2.7% | +8.9% | -11.6% | -6.6% |
| 3M | -22.7% | -4.2% | -18.6% | -21.1% |
| 6M | -18.9% | +1.4% | -20.3% | -20.4% |
| YTD | +7.1% | +1.2% | +5.9% | +4.8% |
| 1Y | +4.7% | -1.3% | +5.9% | +2.8% |
| All | +4.7% | -1.4% | +6.1% | +2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling