+1,773.8%
HWM vs XRT
+141.0%
+1,632.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.1% |
| 7D | -2.1% | +0.8% | -2.9% | -2.6% |
| 30D | -11.0% | -4.2% | -6.8% | -8.6% |
| 3M | +4.0% | +5.1% | -1.0% | +0.1% |
| 6M | -0.2% | +2.4% | -2.6% | -2.5% |
| YTD | +26.7% | +3.2% | +23.5% | +23.0% |
| 1Y | +44.7% | +1.5% | +43.2% | +41.4% |
| 3Y | +426.1% | +40.6% | +385.5% | +303.7% |
| 5Y | +738.5% | -1.0% | +739.5% | +698.2% |
| All | +1,773.8% | +141.0% | +1,632.8% | +638.5% |
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