+1,773.8%
HWM vs XLRE
+99.2%
+1,674.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | +0.1% |
| 7D | -2.1% | -1.2% | -0.9% | -1.0% |
| 30D | -11.0% | -2.8% | -8.2% | -8.9% |
| 3M | +4.0% | -0.2% | +4.2% | +3.7% |
| 6M | -0.2% | +1.9% | -2.2% | -2.3% |
| YTD | +26.7% | +10.6% | +16.1% | +16.0% |
| 1Y | +44.7% | +8.8% | +35.9% | +34.0% |
| 3Y | +426.1% | +31.5% | +394.6% | +305.7% |
| 5Y | +738.5% | +6.6% | +731.9% | +671.0% |
| All | +1,773.8% | +99.2% | +1,674.6% | +987.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling