+622.3%
HWM vs XLRE
+8.4%
+613.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.2% |
| 7D | -11.4% | -1.2% | -10.3% | -10.8% |
| 30D | -18.5% | -2.4% | -16.1% | -17.2% |
| 3M | -13.2% | -2.5% | -10.7% | -12.1% |
| 6M | -8.7% | +4.0% | -12.6% | -11.3% |
| YTD | +12.2% | +9.3% | +2.9% | +5.5% |
| 1Y | +24.9% | +5.6% | +19.3% | +20.0% |
| 3Y | +383.9% | +31.3% | +352.6% | +296.7% |
| All | +622.3% | +8.4% | +613.9% | +584.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling