+390.3%
HWM vs XLRE
+31.2%
+359.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.1% |
| 7D | -8.0% | -0.7% | -7.3% | -7.7% |
| 30D | -18.0% | -2.2% | -15.8% | -17.0% |
| 3M | -9.5% | -2.6% | -6.9% | -8.5% |
| 6M | -8.4% | +2.6% | -11.0% | -10.1% |
| YTD | +13.6% | +9.3% | +4.4% | +7.7% |
| 1Y | +30.2% | +7.2% | +23.0% | +24.7% |
| All | +390.3% | +31.2% | +359.1% | +312.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling