+167.2%
XLE vs HWM
+1,473.3%
-1,306.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.9% |
| 7D | -12.0% | +3.4% | -15.4% | -13.3% |
| 30D | -2.7% | -7.5% | +4.8% | -0.6% |
| 3M | +6.6% | -28.9% | +35.5% | +19.3% |
| 6M | +9.5% | -19.6% | +29.1% | +15.8% |
| YTD | +40.6% | +0.6% | +39.9% | +33.5% |
| 1Y | +43.6% | +0.3% | +43.3% | +36.2% |
| 3Y | +58.1% | +326.1% | -268.1% | -23.1% |
| 5Y | +152.2% | +525.2% | -373.0% | +1.2% |
| All | +167.2% | +1,473.3% | -1,306.1% | -26.6% |
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