-5.8%
XLC vs HWM
+5.4%
-11.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.3% | +7.8% | +3.7% |
| 7D | +1.8% | +9.4% | -7.6% | +1.2% |
| 30D | -6.0% | -7.0% | +1.0% | -5.6% |
| 3M | -6.0% | -25.9% | +19.9% | -4.2% |
| 6M | -9.1% | -10.8% | +1.8% | -9.1% |
| YTD | -10.0% | +4.3% | -14.3% | -10.4% |
| 1Y | -5.8% | +4.4% | -10.2% | -5.2% |
| All | -5.8% | +5.4% | -11.2% | -5.2% |
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