+226.1%
XLI vs HWM
+1,487.1%
-1,261.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +3.8% | +7.3% | -3.5% | +1.2% |
| 30D | +1.0% | +1.6% | -0.5% | +0.1% |
| 3M | -8.9% | -21.9% | +13.0% | -1.6% |
| 6M | -2.3% | -19.0% | +16.8% | +4.0% |
| YTD | +9.7% | +7.9% | +1.7% | +4.9% |
| 1Y | +12.3% | +9.9% | +2.4% | +6.6% |
| 3Y | +71.5% | +342.1% | -270.7% | -3.9% |
| 5Y | +70.2% | +600.8% | -530.6% | -20.1% |
| All | +226.1% | +1,487.1% | -1,261.0% | +11.1% |
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 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