+166.9%
XLE vs HWM
+591.3%
-424.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +5.4% | +7.3% | -1.9% | +3.8% |
| 30D | -3.9% | +1.6% | -5.5% | -4.5% |
| 3M | +7.0% | -21.9% | +28.9% | +12.7% |
| 6M | +14.2% | -19.0% | +33.3% | +18.6% |
| YTD | +48.2% | +7.9% | +40.2% | +39.1% |
| 1Y | +47.7% | +9.9% | +37.7% | +37.5% |
| 3Y | +70.0% | +342.1% | -272.1% | -10.2% |
| All | +166.9% | +591.3% | -424.4% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling