+47.7%
XLE vs HWM
+7.5%
+40.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +0.8% |
| 7D | +5.4% | +7.3% | -1.9% | +6.4% |
| 30D | -3.9% | +1.6% | -5.5% | -3.5% |
| 3M | +7.0% | -21.9% | +28.9% | +2.7% |
| 6M | +14.2% | -19.0% | +33.3% | +11.3% |
| YTD | +48.2% | +7.9% | +40.2% | +46.0% |
| 1Y | +47.7% | +9.9% | +37.7% | +46.5% |
| All | +47.7% | +7.5% | +40.2% | +46.5% |
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