+178.7%
XBI vs HWM
+1,311.7%
-1,133.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.6% | -11.4% | +6.8% | -1.5% |
| 30D | -2.0% | -18.5% | +16.5% | +3.5% |
| 3M | +17.8% | -13.2% | +31.0% | +22.0% |
| 6M | +23.7% | -8.7% | +32.4% | +25.8% |
| YTD | +28.2% | +12.2% | +16.1% | +22.5% |
| 1Y | +64.0% | +24.9% | +39.1% | +51.6% |
| 3Y | +99.4% | +383.9% | -284.5% | +20.8% |
| 5Y | +19.3% | +646.1% | -626.8% | -36.4% |
| All | +178.7% | +1,311.7% | -1,133.1% | +9.6% |
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