+188.9%
XBI vs HWM
+1,323.5%
-1,134.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -10.7% | +9.6% | +1.9% |
| 7D | -0.9% | -9.2% | +8.3% | +1.6% |
| 30D | +2.9% | -17.9% | +20.8% | +8.4% |
| 3M | +26.2% | -6.0% | +32.3% | +27.7% |
| 6M | +30.7% | -7.4% | +38.1% | +32.4% |
| YTD | +32.9% | +13.1% | +19.8% | +26.7% |
| 1Y | +72.3% | +29.3% | +43.0% | +57.7% |
| 3Y | +107.2% | +389.9% | -282.7% | +25.1% |
| 5Y | +23.2% | +655.5% | -632.4% | -34.6% |
| All | +188.9% | +1,323.5% | -1,134.7% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling