+1,387.4%
HWM vs XRT
+146.8%
+1,240.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.2% | +3.5% |
| 7D | +3.3% | +0.9% | +2.4% | +2.4% |
| 30D | -7.6% | +7.9% | -15.6% | -12.5% |
| 3M | -28.9% | -0.2% | -28.7% | -29.3% |
| 6M | -19.7% | +5.6% | -25.2% | -23.5% |
| YTD | +0.5% | +5.7% | -5.1% | -4.3% |
| 1Y | +0.3% | +14.6% | -14.3% | -9.8% |
| 3Y | +325.8% | +50.7% | +275.2% | +210.6% |
| 5Y | +524.7% | -4.8% | +529.6% | +513.3% |
| 10Y | +1,491.8% | +152.6% | +1,339.1% | +511.0% |
| All | +1,387.4% | +146.8% | +1,240.7% | +474.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling