+149.9%
XLE vs HWM
+522.0%
-372.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -0.6% |
| 7D | -12.0% | +3.3% | -15.3% | -12.7% |
| 30D | -2.7% | -7.6% | +4.9% | -1.3% |
| 3M | +6.6% | -28.9% | +35.5% | +14.8% |
| 6M | +9.5% | -19.7% | +29.2% | +13.5% |
| YTD | +40.6% | +0.5% | +40.0% | +34.0% |
| 1Y | +43.6% | +0.3% | +43.3% | +36.8% |
| 3Y | +58.1% | +325.8% | -267.8% | -16.7% |
| All | +149.9% | +522.0% | -372.0% | +6.3% |
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