+59.5%
XLF vs HWM
+603.8%
-544.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.1% |
| 7D | -1.0% | +5.0% | -5.9% | -2.5% |
| 30D | +6.5% | +1.5% | +5.0% | +5.5% |
| 3M | +1.8% | -20.3% | +22.1% | +8.5% |
| 6M | +15.4% | -18.0% | +33.4% | +21.4% |
| YTD | +8.4% | +9.5% | -1.1% | +1.8% |
| 1Y | +11.9% | +7.5% | +4.5% | +5.7% |
| 3Y | +81.1% | +355.7% | -274.5% | -10.6% |
| 5Y | +59.5% | +610.2% | -550.7% | -38.2% |
| All | +59.5% | +603.8% | -544.3% | -38.2% |
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