+1,497.0%
HWM vs XLRE
+102.9%
+1,394.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +7.3% | +0.8% | +6.5% | +6.6% |
| 30D | +1.6% | +6.9% | -5.4% | -4.0% |
| 3M | -21.9% | -0.8% | -21.0% | -21.5% |
| 6M | -19.0% | +2.1% | -21.1% | -21.0% |
| YTD | +7.9% | +12.6% | -4.7% | -2.8% |
| 1Y | +9.9% | +12.5% | -2.6% | -1.0% |
| 3Y | +342.1% | +44.2% | +297.9% | +214.9% |
| 5Y | +600.8% | +9.1% | +591.6% | +531.7% |
| 10Y | +1,493.8% | +111.8% | +1,382.0% | +813.8% |
| All | +1,497.0% | +102.9% | +1,394.2% | +811.0% |
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