+252.7%
XLI vs HWM
+1,230.5%
-977.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.1% | -1.2% | +2.1% |
| 7D | -0.5% | +1.6% | -2.1% | -1.1% |
| 30D | -0.2% | -3.9% | +3.7% | +0.8% |
| 3M | -8.6% | -23.2% | +14.7% | -0.6% |
| 6M | -2.0% | -20.0% | +18.0% | +4.7% |
| YTD | +9.7% | +5.7% | +4.0% | +5.7% |
| 1Y | +11.4% | +4.9% | +6.5% | +7.5% |
| 3Y | +74.2% | +347.0% | -272.8% | -2.6% |
| 5Y | +70.0% | +563.0% | -493.0% | -18.4% |
| 10Y | +235.2% | +1,579.2% | -1,343.9% | +14.5% |
| All | +252.7% | +1,230.5% | -977.8% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling