+171.5%
XLB vs HWM
+1,323.5%
-1,152.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.7% | +9.7% | +2.3% |
| 7D | -0.2% | -9.2% | +8.9% | +2.5% |
| 30D | -1.7% | -17.9% | +16.1% | +3.8% |
| 3M | +4.4% | -6.0% | +10.4% | +5.5% |
| 6M | +5.0% | -7.4% | +12.4% | +6.2% |
| YTD | +15.5% | +13.1% | +2.4% | +9.5% |
| 1Y | +14.9% | +29.3% | -14.4% | +4.2% |
| 3Y | +34.5% | +389.9% | -355.4% | -23.2% |
| 5Y | +36.5% | +655.5% | -619.0% | -32.8% |
| All | +171.5% | +1,323.5% | -1,152.0% | +2.3% |
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