-1.7%
XLC vs HWM
+30.1%
-31.8%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.7% | +10.2% | +0.4% |
| 7D | +0.6% | -9.2% | +9.7% | +1.3% |
| 30D | +0.2% | -17.9% | +18.1% | +1.8% |
| 3M | +0.6% | -6.0% | +6.7% | +0.5% |
| 6M | -4.5% | -7.4% | +2.8% | -4.9% |
| YTD | -4.7% | +13.1% | -17.8% | -6.6% |
| 1Y | -1.7% | +29.3% | -31.0% | -5.5% |
| All | -1.7% | +30.1% | -31.8% | -5.5% |
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