+43.2%
XLB vs HWM
+348.7%
-305.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.5% | +7.3% | -6.8% | -0.8% |
| 30D | +5.2% | +1.6% | +3.6% | +4.6% |
| 3M | +0.3% | -21.9% | +22.2% | +4.7% |
| 6M | +1.2% | -19.0% | +20.2% | +4.6% |
| YTD | +16.6% | +7.9% | +8.7% | +13.2% |
| 1Y | +21.4% | +9.9% | +11.5% | +17.3% |
| 3Y | +43.2% | +342.1% | -298.9% | +5.8% |
| All | +43.2% | +348.7% | -305.5% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling