+49.9%
XLE vs HWM
+5.4%
+44.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.3% | -0.5% | -5.4% |
| 7D | -7.2% | +9.4% | -16.6% | -5.7% |
| 30D | +0.1% | -7.0% | +7.1% | -0.7% |
| 3M | +9.2% | -25.9% | +35.1% | +4.1% |
| 6M | +8.4% | -10.8% | +19.2% | +7.6% |
| YTD | +44.9% | +4.3% | +40.6% | +41.7% |
| 1Y | +49.9% | +4.4% | +45.5% | +48.9% |
| All | +49.9% | +5.4% | +44.5% | +48.9% |
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