+166.5%
XLE vs HWM
+606.1%
-439.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +4.4% | +11.1% | -6.8% | +1.9% |
| 30D | -4.3% | +3.0% | -7.2% | -5.2% |
| 3M | +6.0% | -20.7% | +26.8% | +11.3% |
| 6M | +13.2% | -17.2% | +30.4% | +16.9% |
| YTD | +46.7% | +9.1% | +37.7% | +37.4% |
| 1Y | +46.6% | +9.0% | +37.6% | +37.1% |
| 3Y | +69.6% | +353.8% | -284.3% | -11.3% |
| 5Y | +166.5% | +608.0% | -441.5% | +10.4% |
| All | +166.5% | +606.1% | -439.5% | +10.4% |
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