+61.0%
XLC vs HWM
+330.6%
-269.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | 0.0% |
| 7D | +4.9% | +3.3% | +1.6% | +4.1% |
| 30D | -5.8% | -7.6% | +1.8% | -4.7% |
| 3M | -5.4% | -28.9% | +23.5% | +0.3% |
| 6M | -10.2% | -19.7% | +9.5% | -7.5% |
| YTD | -10.2% | +0.5% | -10.7% | -12.4% |
| 1Y | -5.6% | +0.3% | -5.9% | -8.0% |
| 3Y | +61.0% | +325.8% | -264.8% | +16.3% |
| All | +61.0% | +330.6% | -269.6% | +16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling