+15.8%
XLI vs HWM
+30.4%
-14.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -0.6% | -8.0% | +7.5% | +1.7% |
| 30D | -6.9% | -18.0% | +11.1% | -1.0% |
| 3M | -1.9% | -9.5% | +7.6% | +0.5% |
| 6M | +1.0% | -8.4% | +9.4% | +2.1% |
| YTD | +11.3% | +13.6% | -2.3% | +4.5% |
| 1Y | +15.8% | +30.2% | -14.4% | +4.4% |
| All | +15.8% | +30.4% | -14.6% | +4.4% |
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