+218.0%
XLE vs HWM
+743.6%
-525.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +2.2% | -2.1% | +4.3% | +2.6% |
| 30D | +11.8% | -11.0% | +22.8% | +14.9% |
| 3M | +9.8% | +4.0% | +5.8% | +7.9% |
| 6M | +15.6% | -0.2% | +15.8% | +13.9% |
| YTD | +45.3% | +26.7% | +18.6% | +31.8% |
| 1Y | +48.3% | +44.7% | +3.6% | +28.1% |
| 3Y | +55.4% | +426.1% | -370.7% | -21.6% |
| All | +218.0% | +743.6% | -525.6% | +25.2% |
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