+259.0%
XLI vs HWM
+1,311.7%
-1,052.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.3% | +0.8% |
| 7D | -1.7% | -11.4% | +9.8% | +2.3% |
| 30D | -7.3% | -18.5% | +11.2% | -0.9% |
| 3M | -1.3% | -13.2% | +11.8% | +3.0% |
| 6M | +2.2% | -8.7% | +10.9% | +4.4% |
| YTD | +11.7% | +12.2% | -0.5% | +5.9% |
| 1Y | +14.3% | +24.9% | -10.6% | +4.0% |
| 3Y | +70.3% | +383.9% | -313.6% | -7.1% |
| 5Y | +82.3% | +646.1% | -563.8% | -15.8% |
| All | +259.0% | +1,311.7% | -1,052.7% | +21.8% |
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