+28.6%
XLB vs HWM
+591.3%
-562.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +0.5% | +7.3% | -6.8% | -1.6% |
| 30D | +5.2% | +1.6% | +3.6% | +4.1% |
| 3M | +0.3% | -21.9% | +22.2% | +7.3% |
| 6M | +1.2% | -19.0% | +20.2% | +6.6% |
| YTD | +16.6% | +7.9% | +8.7% | +10.7% |
| 1Y | +21.4% | +9.9% | +11.5% | +14.4% |
| 3Y | +43.2% | +342.1% | -298.9% | -27.6% |
| All | +28.6% | +591.3% | -562.6% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling