+655.5%
HWM vs XHB
+37.2%
+618.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.4% | -8.3% | -9.4% |
| 7D | -9.2% | +0.2% | -9.4% | -9.1% |
| 30D | -17.9% | -9.1% | -8.8% | -13.8% |
| 3M | -6.0% | -2.3% | -3.7% | -5.4% |
| 6M | -7.4% | -4.1% | -3.2% | -5.9% |
| YTD | +13.1% | -1.7% | +14.8% | +13.1% |
| 1Y | +29.3% | -15.1% | +44.4% | +39.0% |
| 3Y | +389.9% | +26.8% | +363.1% | +303.0% |
| 5Y | +655.5% | +37.3% | +618.2% | +491.4% |
| All | +655.5% | +37.2% | +618.4% | +491.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling