+64.0%
XBI vs HWM
+24.8%
+39.2%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -4.6% | -11.4% | +6.8% | -1.9% |
| 30D | -2.0% | -18.5% | +16.5% | +2.8% |
| 3M | +17.8% | -13.2% | +31.0% | +21.0% |
| 6M | +23.7% | -8.7% | +32.4% | +24.3% |
| YTD | +28.2% | +12.2% | +16.1% | +22.1% |
| 1Y | +64.0% | +24.9% | +39.1% | +53.5% |
| All | +64.0% | +24.8% | +39.2% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling