+167.7%
XLB vs HWM
+1,636.6%
-1,468.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.4% |
| 7D | -1.4% | +1.6% | -3.0% | -2.0% |
| 30D | +7.1% | -3.9% | +11.0% | +7.8% |
| 3M | +0.6% | -23.2% | +23.8% | +7.9% |
| 6M | +3.5% | -20.0% | +23.5% | +9.2% |
| YTD | +18.2% | +5.7% | +12.5% | +13.7% |
| 1Y | +25.6% | +4.9% | +20.7% | +20.9% |
| 3Y | +46.7% | +347.0% | -300.3% | -14.4% |
| 5Y | +30.9% | +563.0% | -532.1% | -33.3% |
| 10Y | +167.7% | +1,579.2% | -1,411.4% | +1.1% |
| All | +167.7% | +1,636.6% | -1,468.9% | +1.1% |
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