+82.8%
XLI vs HWM
+655.8%
-573.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -10.7% | +10.2% | +3.4% |
| 7D | +1.0% | -9.2% | +10.1% | +4.3% |
| 30D | -5.8% | -17.9% | +12.1% | +0.8% |
| 3M | +0.7% | -6.0% | +6.7% | +2.2% |
| 6M | +3.2% | -7.4% | +10.5% | +4.8% |
| YTD | +13.0% | +13.1% | -0.1% | +6.2% |
| 1Y | +16.8% | +29.3% | -12.5% | +4.0% |
| 3Y | +72.4% | +389.9% | -317.5% | -14.5% |
| 5Y | +82.8% | +655.5% | -572.8% | -26.6% |
| All | +82.8% | +655.8% | -573.0% | -26.6% |
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