+4.4%
HWM vs XRT
+18.0%
-13.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +5.5% | -9.8% | -5.8% |
| 7D | +9.4% | +8.0% | +1.4% | +6.8% |
| 30D | -7.0% | +13.0% | -20.0% | -10.7% |
| 3M | -25.9% | +1.7% | -27.6% | -26.0% |
| 6M | -10.8% | +12.6% | -23.4% | -15.4% |
| YTD | +4.3% | +10.7% | -6.3% | -0.1% |
| 1Y | +4.4% | +18.4% | -14.0% | -2.1% |
| All | +4.4% | +18.0% | -13.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling