+174.1%
XLB vs HWM
+1,494.1%
-1,320.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -1.4% | -2.1% | +0.7% | -0.9% |
| 30D | -0.4% | -11.0% | +10.6% | +2.9% |
| 3M | +2.0% | +4.0% | -2.1% | +0.2% |
| 6M | +1.8% | -0.2% | +2.1% | +0.9% |
| YTD | +16.6% | +26.7% | -10.1% | +7.0% |
| 1Y | +16.9% | +44.7% | -27.8% | +2.7% |
| 3Y | +32.6% | +426.1% | -393.5% | -25.7% |
| 5Y | +35.6% | +738.5% | -702.9% | -35.2% |
| All | +174.1% | +1,494.1% | -1,320.0% | +0.1% |
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