+141.4%
XLC vs HWM
+1,679.9%
-1,538.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.7% | +10.2% | +2.2% |
| 7D | +0.6% | -9.2% | +9.7% | +2.8% |
| 30D | +0.2% | -17.9% | +18.1% | +4.9% |
| 3M | +0.6% | -6.0% | +6.7% | +1.5% |
| 6M | -4.5% | -7.4% | +2.8% | -3.7% |
| YTD | -4.7% | +13.1% | -17.8% | -9.1% |
| 1Y | -1.7% | +29.3% | -31.0% | -9.6% |
| 3Y | +72.3% | +389.9% | -317.6% | +8.9% |
| 5Y | +37.8% | +655.5% | -617.8% | -22.5% |
| All | +141.4% | +1,679.9% | -1,538.5% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling