-0.6%
XLC vs HWM
+48.6%
-49.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -0.8% | -2.1% | +1.3% | -0.7% |
| 30D | +1.0% | -11.0% | +12.0% | +2.0% |
| 3M | -0.7% | +4.0% | -4.7% | -1.5% |
| 6M | -5.1% | -0.2% | -4.9% | -6.2% |
| YTD | -4.3% | +26.7% | -30.9% | -7.0% |
| 1Y | -0.6% | +44.7% | -45.3% | -5.1% |
| All | -0.6% | +48.6% | -49.1% | -5.1% |
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 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