+741.5%
HWM vs XRT
-1.0%
+742.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -2.1% | +0.8% | -2.9% | -2.5% |
| 30D | -11.0% | -4.2% | -6.8% | -9.0% |
| 3M | +4.0% | +5.1% | -1.0% | +0.8% |
| 6M | -0.2% | +2.4% | -2.6% | -2.1% |
| YTD | +26.7% | +3.2% | +23.5% | +23.7% |
| 1Y | +44.7% | +1.5% | +43.2% | +42.2% |
| 3Y | +426.1% | +40.6% | +385.5% | +324.8% |
| All | +741.5% | -1.0% | +742.5% | +718.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling