+563.0%
HWM vs XHB
+38.1%
+524.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +3.3% |
| 7D | +1.6% | +1.3% | +0.3% | +0.7% |
| 30D | -3.9% | +11.8% | -15.7% | -9.6% |
| 3M | -23.2% | -3.8% | -19.4% | -22.0% |
| 6M | -20.0% | +4.1% | -24.1% | -22.4% |
| YTD | +5.7% | +4.0% | +1.8% | +2.3% |
| 1Y | +4.9% | +1.6% | +3.3% | +2.5% |
| 3Y | +347.0% | +43.2% | +303.8% | +242.5% |
| 5Y | +563.0% | +35.8% | +527.2% | +403.8% |
| All | +563.0% | +38.1% | +524.9% | +403.8% |
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 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