+124.1%
XBI vs HWM
+1,487.1%
-1,363.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -1.1% | +7.3% | -8.4% | -3.0% |
| 30D | +2.6% | +1.6% | +1.0% | +1.7% |
| 3M | -4.0% | -21.9% | +17.8% | +2.0% |
| 6M | +10.9% | -19.0% | +30.0% | +16.5% |
| YTD | +23.6% | +7.9% | +15.7% | +18.8% |
| 1Y | +35.1% | +9.9% | +25.2% | +29.1% |
| 3Y | +125.2% | +342.1% | -217.0% | +40.0% |
| 5Y | +19.7% | +600.8% | -581.0% | -35.0% |
| All | +124.1% | +1,487.1% | -1,363.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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