+1,524.1%
HWM vs XRT
+149.4%
+1,374.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +3.6% |
| 7D | +3.4% | +0.9% | +2.5% | +2.5% |
| 30D | -7.5% | +7.9% | -15.5% | -12.5% |
| 3M | -28.9% | -0.2% | -28.7% | -29.2% |
| 6M | -19.6% | +5.6% | -25.2% | -23.4% |
| YTD | +0.6% | +5.7% | -5.1% | -4.3% |
| 1Y | +0.3% | +14.6% | -14.3% | -9.7% |
| 3Y | +326.1% | +50.7% | +275.5% | +210.7% |
| 5Y | +525.2% | -4.8% | +530.0% | +513.8% |
| All | +1,524.1% | +149.4% | +1,374.7% | +536.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling