+163.9%
XLE vs HWM
+1,636.6%
-1,472.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.5% | -1.3% |
| 7D | -7.9% | +1.6% | -9.5% | -8.5% |
| 30D | -4.8% | -3.9% | -0.9% | -4.1% |
| 3M | +8.4% | -23.2% | +31.6% | +17.9% |
| 6M | +12.7% | -20.0% | +32.7% | +19.6% |
| YTD | +41.3% | +5.7% | +35.6% | +31.7% |
| 1Y | +42.3% | +4.9% | +37.4% | +32.8% |
| 3Y | +65.1% | +347.0% | -281.9% | -21.1% |
| 5Y | +150.2% | +563.0% | -412.8% | -1.8% |
| 10Y | +163.9% | +1,579.2% | -1,415.2% | -28.7% |
| All | +163.9% | +1,636.6% | -1,472.7% | -28.7% |
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