+21.8%
XBI vs HWM
+639.6%
-617.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.0% | -1.7% |
| 7D | -3.6% | -8.0% | +4.4% | -1.0% |
| 30D | +0.9% | -18.0% | +18.9% | +7.6% |
| 3M | +21.4% | -9.5% | +30.9% | +24.7% |
| 6M | +25.5% | -8.4% | +33.9% | +27.7% |
| YTD | +30.8% | +13.6% | +17.2% | +22.4% |
| 1Y | +68.6% | +30.2% | +38.3% | +49.2% |
| 3Y | +103.9% | +392.2% | -288.3% | -4.5% |
| All | +21.8% | +639.6% | -617.8% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling