+248.7%
XLF vs HWM
+1,311.7%
-1,063.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.4% |
| 7D | -1.5% | -11.4% | +10.0% | +2.5% |
| 30D | -1.2% | -18.5% | +17.3% | +5.6% |
| 3M | +9.2% | -13.2% | +22.4% | +13.9% |
| 6M | +16.3% | -8.7% | +25.0% | +18.3% |
| YTD | +5.4% | +12.2% | -6.7% | -0.9% |
| 1Y | +7.6% | +24.9% | -17.3% | -3.1% |
| 3Y | +74.2% | +383.9% | -309.7% | -8.3% |
| 5Y | +66.1% | +646.1% | -580.0% | -26.7% |
| All | +248.7% | +1,311.7% | -1,063.0% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling