-1.7%
XLC vs HWM
+7.5%
-9.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.1% |
| 7D | +3.7% | +7.3% | -3.6% | +3.4% |
| 30D | -1.9% | +1.6% | -3.5% | -2.1% |
| 3M | -3.1% | -21.9% | +18.8% | -1.7% |
| 6M | -6.4% | -19.0% | +12.7% | -5.5% |
| YTD | -6.8% | +7.9% | -14.8% | -6.8% |
| 1Y | -1.7% | +9.9% | -11.6% | -1.9% |
| All | -1.7% | +7.5% | -9.2% | -1.9% |
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 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