+11.9%
XLF vs HWM
+7.8%
+4.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +0.3% |
| 7D | -1.0% | +5.0% | -5.9% | -1.5% |
| 30D | +6.5% | +1.5% | +5.0% | +6.0% |
| 3M | +1.8% | -20.3% | +22.1% | +4.2% |
| 6M | +15.4% | -18.0% | +33.4% | +17.5% |
| YTD | +8.4% | +9.5% | -1.1% | +5.8% |
| 1Y | +11.9% | +7.5% | +4.5% | +10.1% |
| All | +11.9% | +7.8% | +4.1% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling