+172.8%
XLB vs HWM
+1,166.3%
-993.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.5% |
| 7D | -1.5% | +3.4% | -4.9% | -2.7% |
| 30D | +6.1% | -7.5% | +13.6% | +8.0% |
| 3M | 0.0% | -28.9% | +28.9% | +9.7% |
| 6M | 0.0% | -19.6% | +19.6% | +5.2% |
| YTD | +16.0% | +0.6% | +15.4% | +13.3% |
| 1Y | +24.7% | +0.3% | +24.4% | +21.7% |
| 3Y | +40.4% | +326.1% | -285.8% | -16.8% |
| 5Y | +30.7% | +525.2% | -494.5% | -32.2% |
| 10Y | +173.3% | +1,492.9% | -1,319.6% | +5.7% |
| All | +172.8% | +1,166.3% | -993.5% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling