+1,520.0%
HWM vs XHB
+257.3%
+1,262.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +5.0% | -4.1% | +9.1% | +8.2% |
| 30D | +1.5% | +9.6% | -8.1% | -5.7% |
| 3M | -20.3% | -6.0% | -14.3% | -17.4% |
| 6M | -18.0% | +2.2% | -20.2% | -20.8% |
| YTD | +9.5% | +1.1% | +8.4% | +5.9% |
| 1Y | +7.5% | -1.7% | +9.2% | +5.8% |
| 3Y | +355.7% | +36.5% | +319.2% | +222.3% |
| 5Y | +610.2% | +33.5% | +576.7% | +396.5% |
| 10Y | +1,516.8% | +240.9% | +1,275.8% | +333.8% |
| All | +1,520.0% | +257.3% | +1,262.7% | +309.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling