+24.4%
XLB vs HWM
+3.8%
+20.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +1.1% |
| 7D | -1.4% | +1.6% | -3.0% | -1.7% |
| 30D | +7.1% | -3.9% | +11.0% | +7.6% |
| 3M | +0.6% | -23.2% | +23.8% | +5.2% |
| 6M | +3.5% | -20.0% | +23.5% | +6.7% |
| YTD | +18.2% | +5.7% | +12.5% | +14.2% |
| All | +24.4% | +3.8% | +20.7% | +20.5% |
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